+66.4%
CME vs USAR
-20.4%
+86.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | +11.3% | -20.9% | +32.3% | +11.0% |
| 3M | +19.6% | -56.2% | +75.7% | +18.1% |
| 6M | +8.1% | -67.9% | +76.0% | +6.6% |
| YTD | +20.4% | -31.4% | +51.8% | +19.6% |
| 1Y | +16.5% | -45.1% | +61.5% | +15.6% |
| 3Y | +66.4% | -20.3% | +86.8% | +81.7% |
| All | +66.4% | -20.4% | +86.8% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling