+59.3%
USAR vs CAH
+165.7%
-106.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -6.4% |
| 7D | -9.3% | -5.1% | -4.3% | -10.6% |
| 30D | -15.2% | -1.8% | -13.4% | -15.7% |
| 3M | -21.1% | +9.4% | -30.5% | -18.9% |
| 6M | -21.6% | +9.2% | -30.8% | -18.3% |
| YTD | +34.8% | +15.7% | +19.1% | +43.3% |
| 1Y | +15.6% | +59.7% | -44.1% | +32.6% |
| 3Y | +57.7% | +178.5% | -120.7% | +79.3% |
| All | +59.3% | +165.7% | -106.4% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling