-19.3%
USAR vs CAG
-35.9%
+16.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.7% | +3.6% |
| 7D | +0.8% | -1.8% | +2.5% | +0.4% |
| 30D | -30.1% | +9.7% | -39.7% | -27.9% |
| 3M | -56.3% | +0.5% | -56.8% | -55.8% |
| 6M | -68.6% | +8.9% | -77.5% | -67.1% |
| YTD | -30.5% | -8.4% | -22.2% | -28.8% |
| 1Y | -53.5% | -8.3% | -45.2% | -52.2% |
| All | -19.3% | -35.9% | +16.6% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling