+1,171.9%
CLS vs USAR
-18.7%
+1,190.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -0.7% |
| 7D | -22.2% | -14.5% | -7.7% | -20.8% |
| 30D | -44.4% | -37.8% | -6.5% | -41.6% |
| 3M | -34.3% | -52.8% | +18.5% | -29.5% |
| 6M | -50.1% | -71.2% | +21.2% | -44.4% |
| YTD | -30.1% | -30.9% | +0.8% | -25.7% |
| 1Y | -39.3% | -48.0% | +8.7% | -34.9% |
| 3Y | +732.7% | -19.7% | +752.4% | +906.4% |
| All | +1,171.9% | -18.7% | +1,190.6% | +1,641.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling