-17.9%
USAR vs CFG
+171.2%
-189.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.1% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -30.1% | +3.1% | -33.2% | -30.6% |
| 3M | -56.3% | -9.7% | -46.6% | -55.1% |
| 6M | -68.6% | +6.7% | -75.3% | -69.2% |
| YTD | -30.5% | +15.2% | -45.7% | -32.6% |
| 1Y | -53.5% | +28.8% | -82.3% | -55.7% |
| 3Y | -19.3% | +190.1% | -209.4% | -24.6% |
| All | -17.9% | +171.2% | -189.1% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling