-49.8%
USAR vs CAI
+12.6%
-62.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.3% |
| 7D | -21.8% | -6.3% | -15.5% | -19.8% |
| 30D | -39.9% | +9.3% | -49.2% | -41.7% |
| 3M | -52.5% | +106.3% | -158.9% | -63.9% |
| 6M | -67.9% | +77.7% | -145.7% | -74.8% |
| YTD | -31.1% | +23.1% | -54.2% | -36.7% |
| 1Y | -49.8% | +6.5% | -56.4% | -51.1% |
| All | -49.8% | +12.6% | -62.4% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling