-13.0%
USAR vs CF
+73.0%
-86.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -30.3% | +6.9% | -37.2% | -28.8% |
| 3M | -54.7% | +4.8% | -59.5% | -53.7% |
| 6M | -67.5% | +4.7% | -72.2% | -66.6% |
| YTD | -26.4% | +56.5% | -82.9% | -21.5% |
| 1Y | -49.5% | +48.4% | -98.0% | -46.7% |
| 3Y | -14.5% | +59.1% | -73.6% | -10.3% |
| All | -13.0% | +73.0% | -86.0% | -9.0% |
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