-19.0%
USAR vs CF
+81.4%
-100.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.8% | +4.8% | -5.6% | +0.5% |
| 30D | -20.9% | +4.7% | -25.6% | -19.7% |
| 3M | -56.2% | +7.4% | -63.6% | -55.0% |
| 6M | -67.9% | +0.6% | -68.5% | -67.2% |
| YTD | -31.4% | +64.1% | -95.5% | -25.9% |
| 1Y | -45.1% | +51.4% | -96.5% | -41.6% |
| 3Y | -20.3% | +67.8% | -88.1% | -15.3% |
| All | -19.0% | +81.4% | -100.4% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling