+108.7%
USB vs CRS
+1,411.2%
-1,302.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.8% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | -1.3% | -16.6% | +15.3% | +4.3% |
| 3M | +15.2% | -3.5% | +18.7% | +15.4% |
| 6M | +18.8% | +15.4% | +3.4% | +11.3% |
| YTD | +21.0% | +51.2% | -30.2% | +3.1% |
| 1Y | +34.0% | +98.3% | -64.3% | +2.6% |
| 3Y | +95.3% | +651.5% | -556.2% | -10.7% |
| 5Y | +40.4% | +1,411.1% | -1,370.7% | -52.9% |
| All | +108.7% | +1,411.2% | -1,302.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling