-13.0%
USAR vs CFG
+170.0%
-183.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.6% | +5.7% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | -30.3% | +3.2% | -33.5% | -30.8% |
| 3M | -54.7% | -9.7% | -45.0% | -53.4% |
| 6M | -67.5% | +3.6% | -71.1% | -67.9% |
| YTD | -26.4% | +14.7% | -41.1% | -28.5% |
| 1Y | -49.5% | +29.6% | -79.1% | -51.9% |
| 3Y | -14.5% | +190.6% | -205.0% | -20.0% |
| All | -13.0% | +170.0% | -183.0% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling