+11.2%
CI vs USAR
-18.7%
+29.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.8% | -13.5% | -2.6% |
| 7D | -1.6% | -14.5% | +12.9% | -1.6% |
| 30D | +5.4% | -37.8% | +43.2% | +5.4% |
| 3M | +7.3% | -52.8% | +60.0% | +7.2% |
| 6M | +5.3% | -71.2% | +76.5% | +5.4% |
| YTD | +8.5% | -30.9% | +39.4% | +7.9% |
| 1Y | +17.1% | -48.0% | +65.1% | +16.6% |
| 3Y | +1.4% | -19.7% | +21.1% | +7.3% |
| All | +11.2% | -18.7% | +29.9% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling