-4.2%
CTVA vs USAR
-51.4%
+47.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.6% |
| 7D | -20.8% | -0.8% | -20.0% | -20.7% |
| 30D | -29.6% | -20.9% | -8.7% | -29.4% |
| 3M | -16.9% | -56.2% | +39.3% | -15.8% |
| 6M | -24.3% | -67.9% | +43.6% | -22.6% |
| YTD | -5.6% | -31.4% | +25.8% | -6.6% |
| 1Y | -4.2% | -45.1% | +40.9% | -4.8% |
| All | -4.2% | -51.4% | +47.3% | -4.8% |
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