+31.8%
USB vs CRS
-11.7%
+43.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | +5.8% | -28.8% | +34.7% | +9.0% |
| 3M | -6.0% | -50.0% | +44.0% | +1.2% |
| 6M | +7.8% | -39.2% | +47.0% | +12.4% |
| YTD | +14.6% | -11.4% | +26.0% | +13.5% |
| 1Y | +31.8% | -11.7% | +43.5% | +30.7% |
| All | +31.8% | -11.7% | +43.5% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling