-1.6%
CNC vs USAR
+68.6%
-70.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -4.9% | -4.4% | -0.4% | -4.9% |
| 30D | -3.8% | -10.4% | +6.6% | -3.7% |
| 3M | -3.2% | -18.4% | +15.1% | -3.3% |
| 6M | +47.9% | -8.8% | +56.7% | +47.3% |
| YTD | +55.7% | +43.4% | +12.3% | +53.7% |
| 1Y | +106.2% | +21.0% | +85.3% | +104.5% |
| 3Y | -2.1% | +67.7% | -69.8% | -8.1% |
| All | -1.6% | +68.6% | -70.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling