+73.6%
USAR vs CAG
-36.6%
+110.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | 0.0% |
| 7D | +2.3% | -5.3% | +7.6% | +1.1% |
| 30D | -8.6% | +1.0% | -9.6% | -8.4% |
| 3M | -20.5% | +17.4% | -37.9% | -17.1% |
| 6M | +1.2% | -16.8% | +18.0% | +1.0% |
| YTD | +48.4% | -6.8% | +55.2% | +51.2% |
| 1Y | +30.6% | -15.4% | +46.0% | +30.9% |
| 3Y | +73.6% | -37.1% | +110.7% | +69.2% |
| All | +73.6% | -36.6% | +110.3% | +69.2% |
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