+19.6%
CME vs USAR
-49.3%
+68.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.2% | +1.1% |
| 7D | +4.8% | -21.8% | +26.6% | +3.8% |
| 30D | +14.2% | -39.9% | +54.1% | +12.3% |
| 3M | +17.9% | -52.5% | +70.5% | +15.3% |
| 6M | +7.2% | -67.9% | +75.2% | +4.4% |
| YTD | +16.7% | -31.1% | +47.8% | +12.8% |
| 1Y | +19.6% | -49.8% | +69.4% | +16.1% |
| All | +19.6% | -49.3% | +68.8% | +16.1% |
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