+32.1%
CL vs USAR
-49.3%
+81.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.1% | +3.1% |
| 7D | +7.7% | -21.8% | +29.5% | +7.1% |
| 30D | +15.2% | -39.9% | +55.2% | +14.1% |
| 3M | +7.3% | -52.5% | +59.9% | +5.9% |
| 6M | +17.0% | -67.9% | +85.0% | +15.2% |
| YTD | +28.0% | -31.1% | +59.1% | +27.8% |
| 1Y | +32.1% | -49.8% | +81.9% | +31.3% |
| All | +32.1% | -49.3% | +81.4% | +31.3% |
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 · 6 months rolling