+94.6%
CME vs USAR
-20.3%
+114.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | -0.2% |
| 7D | +2.7% | +8.8% | -6.1% | +2.9% |
| 30D | +13.5% | -28.5% | +41.9% | +12.9% |
| 3M | +20.9% | -56.2% | +77.1% | +19.4% |
| 6M | +11.5% | -68.4% | +79.9% | +10.0% |
| YTD | +19.5% | -32.2% | +51.7% | +18.7% |
| 1Y | +17.2% | -52.3% | +69.5% | +16.2% |
| 3Y | +65.1% | -21.2% | +86.3% | +75.1% |
| All | +94.6% | -20.3% | +114.8% | +101.5% |
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