+90.6%
CME vs USAR
-21.7%
+112.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +1.3% |
| 7D | +1.7% | -9.1% | +10.7% | +1.5% |
| 30D | +10.2% | -36.9% | +47.1% | +9.4% |
| 3M | +17.8% | -58.4% | +76.2% | +16.2% |
| 6M | +11.0% | -70.6% | +81.6% | +9.4% |
| YTD | +17.0% | -33.4% | +50.5% | +16.2% |
| 1Y | +15.8% | -54.0% | +69.8% | +14.7% |
| 3Y | +61.8% | -22.7% | +84.4% | +71.5% |
| All | +90.6% | -21.7% | +112.4% | +97.3% |
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 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