+92.5%
USB vs CRL
+72.9%
+19.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.2% |
| 7D | -1.5% | -16.8% | +15.3% | +2.4% |
| 30D | +4.3% | +2.6% | +1.7% | +3.1% |
| 3M | -6.1% | +20.1% | -26.1% | -10.8% |
| 6M | +9.4% | +68.8% | -59.4% | -5.2% |
| YTD | +15.2% | +56.9% | -41.7% | +0.8% |
| 1Y | +32.8% | +86.7% | -53.9% | +10.6% |
| All | +92.5% | +72.9% | +19.6% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling