-18.3%
USAR vs CFG
+162.3%
-180.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.8% | +11.1% |
| 7D | -14.5% | -0.9% | -13.6% | -14.3% |
| 30D | -37.8% | +1.1% | -38.9% | -38.0% |
| 3M | -52.8% | -12.0% | -40.8% | -51.1% |
| 6M | -71.2% | -2.2% | -69.0% | -71.1% |
| YTD | -30.9% | +11.4% | -42.3% | -32.3% |
| 1Y | -48.0% | +27.8% | -75.9% | -50.2% |
| 3Y | -19.7% | +173.3% | -193.0% | -24.3% |
| All | -18.3% | +162.3% | -180.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling