+97.6%
CB vs USAR
-18.7%
+116.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.6% |
| 7D | +0.2% | -14.5% | +14.7% | 0.0% |
| 30D | +9.1% | -37.8% | +46.9% | +8.3% |
| 3M | +3.4% | -52.8% | +56.2% | +2.3% |
| 6M | +14.1% | -71.2% | +85.3% | +12.5% |
| YTD | +18.0% | -30.9% | +48.9% | +17.0% |
| 1Y | +30.1% | -48.0% | +78.1% | +28.9% |
| 3Y | +71.8% | -19.7% | +91.5% | +67.4% |
| All | +97.6% | -18.7% | +116.3% | +76.4% |
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