+32.6%
USB vs CRS
-9.8%
+42.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +6.4% | -22.9% | +29.3% | +8.6% |
| 3M | -4.5% | -46.8% | +42.4% | +2.1% |
| 6M | +11.4% | -30.4% | +41.8% | +14.0% |
| YTD | +17.1% | -5.4% | +22.5% | +15.2% |
| 1Y | +32.6% | -9.0% | +41.6% | +31.4% |
| All | +32.6% | -9.8% | +42.4% | +31.4% |
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