+100.4%
CB vs USAR
-18.3%
+118.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.0% | +0.4% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | +7.3% | -30.1% | +37.4% | +6.8% |
| 3M | +7.0% | -56.3% | +63.3% | +5.7% |
| 6M | +16.3% | -68.6% | +84.9% | +14.8% |
| YTD | +19.7% | -30.5% | +50.3% | +18.8% |
| 1Y | +27.8% | -53.5% | +81.3% | +26.5% |
| 3Y | +72.0% | -19.3% | +91.3% | +67.6% |
| All | +100.4% | -18.3% | +118.8% | +79.0% |
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