+41.1%
CLS vs USAR
+27.9%
+13.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +4.6% | -2.1% | +6.7% | +5.0% |
| 30D | -13.9% | +2.6% | -16.5% | -14.9% |
| 3M | -26.6% | -35.0% | +8.5% | -21.4% |
| 6M | +15.4% | -6.9% | +22.3% | +16.2% |
| YTD | +5.7% | +48.0% | -42.3% | +2.7% |
| 1Y | +41.1% | +24.8% | +16.3% | +36.8% |
| All | +41.1% | +27.9% | +13.2% | +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 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