+74.9%
USAR vs CAG
-41.9%
+116.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.7% |
| 7D | -2.1% | -3.8% | +1.7% | -3.0% |
| 30D | +2.6% | +3.1% | -0.5% | +3.3% |
| 3M | -35.0% | +23.5% | -58.5% | -31.6% |
| 6M | -6.9% | -14.8% | +8.0% | -6.5% |
| YTD | +48.0% | -5.4% | +53.4% | +51.2% |
| 1Y | +24.8% | -11.8% | +36.6% | +26.1% |
| 3Y | +73.2% | -36.7% | +109.9% | +69.6% |
| All | +74.9% | -41.9% | +116.7% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling