+41.2%
USB vs CRL
-35.5%
+76.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +1.4% | -1.0% | +2.5% | +1.7% |
| 30D | -1.3% | +10.7% | -12.0% | -3.9% |
| 3M | +15.2% | +55.3% | -40.0% | +2.6% |
| 6M | +18.8% | +60.7% | -41.8% | +3.8% |
| YTD | +21.0% | +44.6% | -23.6% | +8.3% |
| 1Y | +34.0% | +77.7% | -43.7% | +12.8% |
| 3Y | +95.3% | +37.6% | +57.7% | +69.2% |
| All | +41.2% | -35.5% | +76.7% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling