+22.7%
USB vs CRS
+827.4%
-804.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.1% |
| 7D | -1.5% | -6.6% | +5.2% | 0.0% |
| 30D | +4.3% | -29.5% | +33.8% | +12.0% |
| 3M | -6.1% | -51.1% | +45.0% | +9.8% |
| 6M | +9.4% | -37.3% | +46.7% | +19.5% |
| YTD | +15.2% | -11.2% | +26.4% | +14.0% |
| 1Y | +32.8% | -11.5% | +44.2% | +31.3% |
| 3Y | +91.3% | +324.4% | -233.1% | +17.5% |
| 5Y | +22.7% | +796.6% | -773.9% | -38.6% |
| All | +22.7% | +827.4% | -804.8% | -38.6% |
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