-49.8%
USAR vs CFG
+34.2%
-84.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.2% | -7.7% |
| 7D | -21.8% | +1.8% | -23.5% | -22.9% |
| 30D | -39.9% | +3.3% | -43.2% | -41.5% |
| 3M | -52.5% | -9.8% | -42.7% | -48.6% |
| 6M | -67.9% | +5.2% | -73.1% | -70.4% |
| YTD | -31.1% | +16.1% | -47.2% | -42.0% |
| 1Y | -49.8% | +33.7% | -83.5% | -63.4% |
| All | -49.8% | +34.2% | -84.1% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling