+1,379.0%
CLS vs USAR
-19.4%
+1,398.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.5% |
| 7D | +16.3% | -0.8% | +17.1% | +16.3% |
| 30D | -25.7% | -20.9% | -4.7% | -23.7% |
| 3M | -30.9% | -56.2% | +25.3% | -25.3% |
| 6M | -35.5% | -67.9% | +32.4% | -28.7% |
| YTD | -18.7% | -31.4% | +12.7% | -13.5% |
| 1Y | -17.9% | -45.1% | +27.1% | -12.0% |
| 3Y | +838.1% | -20.3% | +858.4% | +1,034.8% |
| All | +1,379.0% | -19.4% | +1,398.4% | +1,926.0% |
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