+1,930.6%
CLS vs USAR
+74.5%
+1,856.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.4% | +5.6% |
| 7D | +12.8% | +2.3% | +10.5% | +12.5% |
| 30D | +3.8% | -8.6% | +12.5% | +4.5% |
| 3M | -14.6% | -20.5% | +5.9% | -13.4% |
| 6M | +32.2% | +1.2% | +31.0% | +32.4% |
| YTD | +11.6% | +48.4% | -36.8% | +10.2% |
| 1Y | +35.1% | +30.6% | +4.4% | +33.1% |
| 3Y | +1,312.5% | +73.6% | +1,238.9% | +1,552.5% |
| All | +1,930.6% | +74.5% | +1,856.1% | +2,481.8% |
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