+30.6%
USAR vs CFG
+39.0%
-8.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.3% |
| 7D | +2.3% | +2.7% | -0.4% | -0.1% |
| 30D | -8.6% | -3.7% | -5.0% | -5.5% |
| 3M | -20.5% | +9.5% | -30.0% | -29.1% |
| 6M | +1.2% | +22.2% | -21.0% | -17.8% |
| YTD | +48.4% | +22.3% | +26.1% | +17.8% |
| 1Y | +30.6% | +39.4% | -8.8% | -11.3% |
| All | +30.6% | +39.0% | -8.4% | -11.3% |
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