-32.5%
CLS vs USAR
-54.4%
+21.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +3.5% |
| 7D | -13.9% | -9.1% | -4.8% | -11.2% |
| 30D | -38.2% | -36.9% | -1.2% | -28.9% |
| 3M | -28.8% | -58.4% | +29.6% | -8.7% |
| 6M | -40.4% | -70.6% | +30.2% | -16.9% |
| YTD | -24.3% | -33.4% | +9.2% | -17.6% |
| All | -32.5% | -54.4% | +21.9% | -17.4% |
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