-22.7%
USAR vs CF
+62.9%
-85.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -8.9% |
| 7D | -9.1% | +4.8% | -13.8% | -7.7% |
| 30D | -36.9% | +9.7% | -46.6% | -35.0% |
| 3M | -58.4% | +1.2% | -59.6% | -57.8% |
| 6M | -70.6% | +7.4% | -78.0% | -69.5% |
| YTD | -33.4% | +60.5% | -94.0% | -27.9% |
| 1Y | -54.0% | +50.7% | -104.8% | -50.9% |
| 3Y | -22.7% | +64.8% | -87.5% | -17.8% |
| All | -22.7% | +62.9% | -85.6% | -17.8% |
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