+73.0%
USAR vs CF
+73.9%
-0.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -1.2% |
| 7D | -2.1% | +6.0% | -8.1% | -0.6% |
| 30D | +2.6% | +14.8% | -12.2% | +6.5% |
| 3M | -35.0% | +14.1% | -49.1% | -32.3% |
| 6M | -6.9% | +28.5% | -35.4% | -1.8% |
| YTD | +48.0% | +74.9% | -27.0% | +61.6% |
| 1Y | +24.8% | +61.7% | -36.9% | +34.1% |
| All | +73.0% | +73.9% | -0.9% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling