-20.3%
USAR vs CAPR
+239.1%
-259.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.2% |
| 7D | -0.8% | +5.9% | -6.7% | -0.9% |
| 30D | -20.9% | +44.6% | -65.5% | -21.2% |
| 3M | -56.2% | +126.4% | -182.5% | -56.5% |
| 6M | -67.9% | -68.6% | +0.7% | -67.8% |
| YTD | -31.4% | -67.0% | +35.5% | -31.3% |
| 1Y | -45.1% | +65.2% | -110.2% | -46.2% |
| 3Y | -20.3% | +235.6% | -255.9% | -21.3% |
| All | -20.3% | +239.1% | -259.5% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling