+40.0%
CL vs USAR
-18.3%
+58.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.4% | 0.0% |
| 7D | -0.8% | +0.8% | -1.6% | -0.7% |
| 30D | +9.5% | -30.1% | +39.6% | +9.0% |
| 3M | +6.8% | -56.3% | +63.1% | +5.5% |
| 6M | +14.3% | -68.6% | +82.9% | +12.6% |
| YTD | +26.3% | -30.5% | +56.8% | +26.3% |
| 1Y | +25.6% | -53.5% | +79.0% | +25.0% |
| 3Y | +38.5% | -19.3% | +57.8% | +39.4% |
| All | +40.0% | -18.3% | +58.3% | +36.8% |
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 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