+7.1%
CME vs USAR
-70.2%
+77.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | +1.0% |
| 7D | +0.9% | -14.5% | +15.4% | -1.0% |
| 30D | +13.2% | -37.8% | +51.0% | +7.5% |
| 3M | +16.3% | -52.8% | +69.0% | +7.3% |
| 6M | +7.1% | -71.2% | +78.4% | -7.4% |
| All | +7.1% | -70.2% | +77.3% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling