+8,200.6%
USB vs CRS
+6,215.1%
+1,985.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +2.4% | +4.3% | -1.9% | +1.1% |
| 30D | +6.6% | -25.5% | +32.0% | +14.6% |
| 3M | -4.1% | -48.7% | +44.6% | +14.5% |
| 6M | +12.5% | -31.6% | +44.1% | +22.5% |
| YTD | +17.6% | -7.0% | +24.7% | +15.8% |
| 1Y | +36.5% | -4.5% | +41.0% | +33.0% |
| 3Y | +95.4% | +344.5% | -249.1% | +14.5% |
| 5Y | +26.1% | +887.0% | -860.9% | -44.3% |
| 10Y | +101.3% | +977.8% | -876.5% | -21.7% |
| All | +8,200.6% | +6,215.1% | +1,985.5% | +1,697.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling