+22.9%
CTVA vs USAR
-53.4%
+76.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | -8.7% | -30.1% | +21.4% | -8.3% |
| 3M | +6.4% | -56.3% | +62.7% | +7.8% |
| 6M | -1.9% | -68.6% | +66.7% | +0.4% |
| YTD | +21.5% | -30.5% | +52.1% | +20.2% |
| All | +22.9% | -53.4% | +76.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling