+26.8%
CL vs USAR
+74.0%
-47.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.2% | -2.1% | -0.1% | -2.2% |
| 30D | -4.8% | +2.6% | -7.5% | -4.8% |
| 3M | +4.9% | -35.0% | +39.9% | +4.5% |
| 6M | -5.7% | -6.9% | +1.2% | -5.6% |
| YTD | +14.4% | +48.0% | -33.6% | +15.7% |
| 1Y | +8.7% | +24.8% | -16.1% | +10.2% |
| 3Y | +30.0% | +73.2% | -43.3% | +31.0% |
| All | +26.8% | +74.0% | -47.2% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling