+12.5%
CI vs USAR
-19.4%
+31.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +2.6% | -20.9% | +23.5% | +2.5% |
| 3M | +7.4% | -56.2% | +63.6% | +7.4% |
| 6M | -0.1% | -67.9% | +67.8% | -0.1% |
| YTD | +9.7% | -31.4% | +41.2% | +9.2% |
| 1Y | +12.1% | -45.1% | +57.2% | +11.6% |
| 3Y | +7.0% | -20.3% | +27.3% | +13.2% |
| All | +12.5% | -19.4% | +31.8% | +17.8% |
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