-52.3%
USAR vs CFG
+27.4%
-79.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.7% |
| 7D | +8.8% | +1.6% | +7.1% | +7.5% |
| 30D | -28.5% | +3.3% | -31.7% | -30.1% |
| 3M | -56.2% | -11.5% | -44.6% | -51.8% |
| 6M | -68.4% | +6.2% | -74.6% | -71.3% |
| YTD | -32.2% | +14.3% | -46.4% | -41.2% |
| 1Y | -52.3% | +26.7% | -79.0% | -59.4% |
| All | -52.3% | +27.4% | -79.7% | -59.4% |
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