+40.9%
CL vs USAR
-21.7%
+62.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.7% | 0.0% |
| 7D | +2.6% | -9.1% | +11.7% | +2.4% |
| 30D | +11.8% | -36.9% | +48.7% | +11.0% |
| 3M | +5.9% | -58.4% | +64.3% | +4.5% |
| 6M | +13.3% | -70.6% | +83.9% | +11.6% |
| YTD | +27.1% | -33.4% | +60.6% | +27.0% |
| 1Y | +28.0% | -54.0% | +82.0% | +27.3% |
| 3Y | +39.4% | -22.7% | +62.0% | +40.2% |
| All | +40.9% | -21.7% | +62.7% | +37.6% |
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