+74.9%
USAR vs CFG
+191.2%
-116.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | +2.6% | -3.8% | +6.5% | +3.7% |
| 3M | -35.0% | +11.5% | -46.5% | -37.1% |
| 6M | -6.9% | +19.2% | -26.1% | -10.9% |
| YTD | +48.0% | +23.7% | +24.3% | +40.8% |
| 1Y | +24.8% | +38.8% | -14.0% | +16.6% |
| 3Y | +73.2% | +178.9% | -105.7% | +58.8% |
| All | +74.9% | +191.2% | -116.4% | +60.3% |
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