+7.1%
USAR vs CAI
-26.7%
+33.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.4% |
| 7D | -11.6% | -2.9% | -8.7% | -10.8% |
| 30D | -15.5% | +9.3% | -24.8% | -17.7% |
| 3M | -31.0% | +35.2% | -66.3% | -37.5% |
| 6M | -26.2% | +30.7% | -56.9% | -33.3% |
| YTD | +30.8% | -9.8% | +40.5% | +28.6% |
| 1Y | +7.1% | -28.9% | +35.9% | +4.2% |
| All | +7.1% | -26.7% | +33.8% | +4.2% |
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