-26.3%
USAR vs CF
+72.0%
-98.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +6.2% | -15.7% | -8.0% |
| 7D | -29.5% | +0.4% | -29.9% | -29.2% |
| 30D | -46.0% | +2.2% | -48.2% | -45.5% |
| 3M | -56.8% | +2.1% | -58.9% | -56.1% |
| 6M | -72.9% | -6.5% | -66.4% | -72.8% |
| YTD | -37.6% | +55.6% | -93.2% | -33.6% |
| 1Y | -56.0% | +42.3% | -98.3% | -54.0% |
| 3Y | -27.5% | +55.7% | -83.3% | -24.1% |
| All | -26.3% | +72.0% | -98.3% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling