+26.6%
USAR vs CAI
-11.0%
+37.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -9.3% | -5.1% | -4.3% | -7.7% |
| 30D | -15.2% | +3.9% | -19.1% | -16.2% |
| 3M | -21.1% | +40.1% | -61.2% | -29.9% |
| 6M | -21.6% | +29.7% | -51.2% | -29.5% |
| YTD | +34.8% | -10.9% | +45.7% | +35.0% |
| 1Y | +15.6% | -28.0% | +43.7% | +21.0% |
| All | +26.6% | -11.0% | +37.6% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling