+69.4%
USAR vs CAPR
+93.7%
-24.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -3.4% |
| 7D | -4.4% | -12.6% | +8.2% | -4.3% |
| 30D | -10.4% | +124.4% | -134.8% | -10.9% |
| 3M | -18.4% | -66.8% | +48.4% | -18.2% |
| 6M | -8.8% | -71.8% | +63.0% | -8.5% |
| YTD | +43.4% | -70.1% | +113.4% | +43.8% |
| 1Y | +21.0% | +33.3% | -12.3% | +18.6% |
| 3Y | +67.7% | +36.7% | +31.0% | +65.9% |
| All | +69.4% | +93.7% | -24.3% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling