-18.3%
USAR vs CAPR
+101.8%
-120.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.7% | +6.2% | +10.8% |
| 7D | -14.5% | +41.1% | -55.6% | -14.8% |
| 30D | -37.8% | +11.1% | -48.9% | -37.9% |
| 3M | -52.8% | +115.3% | -168.1% | -53.1% |
| 6M | -71.2% | -73.8% | +2.6% | -71.1% |
| YTD | -30.9% | -68.8% | +37.9% | -30.7% |
| 1Y | -48.0% | +43.3% | -91.3% | -49.1% |
| 3Y | -19.7% | +214.7% | -234.4% | -20.5% |
| All | -18.3% | +101.8% | -120.1% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling