+74.9%
USAR vs CAH
+178.2%
-103.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | -2.1% | +5.4% | -7.5% | -0.6% |
| 30D | +2.6% | +3.3% | -0.7% | +3.4% |
| 3M | -35.0% | +22.8% | -57.8% | -30.8% |
| 6M | -6.9% | +11.3% | -18.1% | -2.2% |
| YTD | +48.0% | +21.1% | +26.8% | +59.3% |
| 1Y | +24.8% | +67.2% | -42.4% | +44.9% |
| 3Y | +73.2% | +195.6% | -122.4% | +99.6% |
| All | +74.9% | +178.2% | -103.4% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling