-35.3%
CLS vs USAR
-50.4%
+15.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.5% | +1.4% | +5.7% |
| 7D | -10.6% | -1.1% | -9.5% | -10.1% |
| 30D | -38.4% | -30.3% | -8.2% | -31.4% |
| 3M | -29.9% | -54.7% | +24.8% | -12.4% |
| 6M | -40.6% | -67.5% | +26.9% | -19.9% |
| YTD | -24.6% | -26.4% | +1.8% | -20.2% |
| All | -35.3% | -50.4% | +15.1% | -24.0% |
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 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