+69.4%
USAR vs CAG
-43.2%
+112.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.6% |
| 7D | -4.4% | -6.6% | +2.2% | -5.9% |
| 30D | -10.4% | +2.3% | -12.7% | -9.9% |
| 3M | -18.4% | +16.3% | -34.7% | -15.1% |
| 6M | -8.8% | -16.0% | +7.2% | -8.9% |
| YTD | +43.4% | -7.7% | +51.1% | +45.7% |
| 1Y | +21.0% | -16.0% | +37.0% | +21.0% |
| 3Y | +67.7% | -37.7% | +105.5% | +63.3% |
| All | +69.4% | -43.2% | +112.7% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling