-19.9%
USAR vs CAG
-44.7%
+24.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.9% |
| 7D | +8.8% | -6.2% | +14.9% | +6.9% |
| 30D | -28.5% | +7.4% | -35.9% | -26.8% |
| 3M | -56.2% | -1.6% | -54.6% | -56.0% |
| 6M | -68.4% | +6.3% | -74.7% | -67.2% |
| YTD | -32.2% | -10.1% | -22.1% | -31.0% |
| 1Y | -52.3% | -10.2% | -42.1% | -51.4% |
| 3Y | -21.2% | -37.3% | +16.1% | -23.3% |
| All | -19.9% | -44.7% | +24.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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