+15.6%
CL vs USAR
-71.6%
+87.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.5% | +9.4% | -0.8% |
| 7D | +5.9% | -29.5% | +35.4% | +3.3% |
| 30D | +13.8% | -46.0% | +59.8% | +9.3% |
| 3M | +6.4% | -56.8% | +63.2% | +1.1% |
| 6M | +15.6% | -72.9% | +88.6% | +7.1% |
| All | +15.6% | -71.6% | +87.2% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling