+79.8%
USB vs CRS
+814.8%
-735.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | +1.2% | +7.4% | -6.2% | -1.2% |
| 30D | +6.3% | -21.2% | +27.5% | +13.0% |
| 3M | -6.1% | -43.3% | +37.2% | +10.6% |
| 6M | +13.0% | -29.4% | +42.4% | +22.6% |
| YTD | +16.6% | -4.7% | +21.2% | +12.8% |
| 1Y | +31.1% | -9.6% | +40.7% | +28.9% |
| 3Y | +100.9% | +355.5% | -254.6% | +4.9% |
| 5Y | +24.5% | +826.6% | -802.0% | -52.9% |
| All | +79.8% | +814.8% | -735.0% | -42.3% |
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