+60.3%
CTVA vs USAR
+58.5%
+1.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.3% |
| 7D | -4.7% | -9.3% | +4.7% | -4.7% |
| 30D | +11.1% | -15.2% | +26.3% | +11.1% |
| 3M | +13.7% | -21.1% | +34.8% | +13.8% |
| 6M | +11.2% | -21.6% | +32.8% | +11.4% |
| YTD | +26.9% | +34.8% | -7.9% | +27.3% |
| 1Y | +18.8% | +15.6% | +3.2% | +19.8% |
| 3Y | +75.9% | +57.7% | +18.2% | +78.1% |
| All | +60.3% | +58.5% | +1.8% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling