+89.2%
USB vs CRS
+967.2%
-878.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.7% | -7.2% | -0.5% |
| 7D | +0.8% | +4.9% | -4.2% | -0.9% |
| 30D | +6.8% | -20.8% | +27.6% | +13.3% |
| 3M | -3.8% | -46.4% | +42.7% | +15.4% |
| 6M | +11.7% | -28.6% | +40.3% | +20.9% |
| YTD | +17.5% | -2.8% | +20.3% | +13.1% |
| 1Y | +33.8% | -6.7% | +40.5% | +30.2% |
| 3Y | +104.2% | +368.0% | -263.8% | +5.6% |
| 5Y | +26.4% | +852.9% | -826.5% | -52.6% |
| 10Y | +89.2% | +905.1% | -815.9% | -40.3% |
| All | +89.2% | +967.2% | -878.0% | -40.3% |
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