+101.2%
CB vs USAR
-20.3%
+121.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.3% |
| 7D | 0.0% | +8.8% | -8.7% | +0.2% |
| 30D | +7.4% | -28.5% | +35.9% | +6.9% |
| 3M | +8.6% | -56.2% | +64.8% | +7.3% |
| 6M | +16.1% | -68.4% | +84.6% | +14.6% |
| YTD | +20.2% | -32.2% | +52.4% | +19.2% |
| 1Y | +27.2% | -52.3% | +79.5% | +25.9% |
| 3Y | +72.7% | -21.2% | +93.9% | +68.2% |
| All | +101.2% | -20.3% | +121.5% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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