+22.0%
USB vs CRS
+772.4%
-750.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.4% |
| 30D | +5.8% | -28.8% | +34.7% | +13.4% |
| 3M | -6.0% | -50.0% | +44.0% | +9.4% |
| 6M | +7.8% | -39.2% | +47.0% | +18.6% |
| YTD | +14.6% | -11.4% | +26.0% | +13.5% |
| 1Y | +31.8% | -11.7% | +43.5% | +30.4% |
| 3Y | +91.5% | +319.6% | -228.1% | +17.9% |
| All | +22.0% | +772.4% | -750.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling