+9.1%
CME vs USAR
+25.8%
-16.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.9% |
| 7D | -0.6% | -4.4% | +3.8% | -0.7% |
| 30D | +4.7% | -10.4% | +15.1% | +4.5% |
| 3M | +7.8% | -18.4% | +26.2% | +7.7% |
| 6M | -11.0% | -8.8% | -2.2% | -11.4% |
| YTD | +4.0% | +43.4% | -39.3% | +2.6% |
| 1Y | +9.1% | +21.0% | -11.9% | +8.9% |
| All | +9.1% | +25.8% | -16.7% | +8.9% |
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