+54.5%
USAR vs CAH
+164.1%
-109.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.2% |
| 7D | -11.6% | -5.1% | -6.5% | -12.9% |
| 30D | -15.5% | +0.2% | -15.7% | -15.5% |
| 3M | -31.0% | +6.3% | -37.3% | -29.6% |
| 6M | -26.2% | +9.4% | -35.6% | -23.2% |
| YTD | +30.8% | +15.0% | +15.8% | +38.7% |
| 1Y | +7.1% | +55.4% | -48.4% | +22.0% |
| 3Y | +53.0% | +173.8% | -120.8% | +73.6% |
| All | +54.5% | +164.1% | -109.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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