-19.9%
USAR vs CF
+81.2%
-101.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -2.0% |
| 7D | +8.8% | +5.4% | +3.4% | +10.3% |
| 30D | -28.5% | +6.5% | -35.0% | -27.0% |
| 3M | -56.2% | +4.6% | -60.8% | -55.2% |
| 6M | -68.4% | -3.3% | -65.1% | -67.9% |
| YTD | -32.2% | +63.9% | -96.1% | -26.8% |
| 1Y | -52.3% | +50.4% | -102.8% | -49.4% |
| 3Y | -21.2% | +68.2% | -89.4% | -16.3% |
| All | -19.9% | +81.2% | -101.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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