+11.8%
CRM vs USAR
+53.0%
-41.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.0% |
| 7D | -4.4% | -11.6% | +7.2% | -4.4% |
| 30D | +28.1% | -15.5% | +43.6% | +28.2% |
| 3M | +48.8% | -31.0% | +79.9% | +49.2% |
| 6M | +28.3% | -26.2% | +54.5% | +28.4% |
| YTD | -6.0% | +30.8% | -36.8% | -6.1% |
| 1Y | +1.4% | +7.1% | -5.7% | +1.7% |
| 3Y | +11.8% | +53.0% | -41.2% | +15.9% |
| All | +11.8% | +53.0% | -41.2% | +15.9% |
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 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