+26.4%
USB vs CRS
+855.4%
-829.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.7% | -7.2% | +0.3% |
| 7D | +0.8% | +4.9% | -4.2% | -0.4% |
| 30D | +6.8% | -20.8% | +27.6% | +11.6% |
| 3M | -3.8% | -46.4% | +42.7% | +10.2% |
| 6M | +11.7% | -28.6% | +40.3% | +18.3% |
| YTD | +17.5% | -2.8% | +20.3% | +13.9% |
| 1Y | +33.8% | -6.7% | +40.5% | +30.8% |
| 3Y | +104.2% | +368.0% | -263.8% | +22.4% |
| 5Y | +26.4% | +852.9% | -826.5% | -36.7% |
| All | +26.4% | +855.4% | -829.0% | -36.7% |
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 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