+1,271.8%
CLS vs USAR
-13.4%
+1,285.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.5% | +1.4% | +7.1% |
| 7D | -10.6% | -1.1% | -9.5% | -10.4% |
| 30D | -38.4% | -30.3% | -8.2% | -36.1% |
| 3M | -29.9% | -54.7% | +24.8% | -24.5% |
| 6M | -40.6% | -67.5% | +26.9% | -34.6% |
| YTD | -24.6% | -26.4% | +1.8% | -20.4% |
| 1Y | -30.8% | -49.5% | +18.7% | -26.2% |
| 3Y | +811.7% | -14.5% | +826.2% | +994.9% |
| All | +1,271.8% | -13.4% | +1,285.3% | +1,765.5% |
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