-19.7%
USAR vs CF
+57.7%
-77.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.2% | +11.0% |
| 7D | -14.5% | -3.2% | -11.3% | -15.1% |
| 30D | -37.8% | +4.3% | -42.2% | -36.8% |
| 3M | -52.8% | +2.8% | -55.6% | -51.9% |
| 6M | -71.2% | +0.6% | -71.9% | -70.6% |
| YTD | -30.9% | +56.6% | -87.5% | -25.7% |
| 1Y | -48.0% | +49.6% | -97.6% | -44.7% |
| 3Y | -19.7% | +61.5% | -81.2% | -15.3% |
| All | -19.7% | +57.7% | -77.4% | -15.3% |
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