-70.5%
CBRS vs USAR
-68.2%
-2.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.2% | -3.9% |
| 7D | -18.4% | -21.8% | +3.4% | -10.4% |
| 30D | -49.4% | -39.9% | -9.5% | -39.8% |
| 3M | -59.6% | -52.5% | -7.0% | -49.2% |
| All | -70.5% | -68.2% | -2.3% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling