+54.5%
USAR vs CG
+38.0%
+16.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.5% |
| 7D | -11.6% | -9.9% | -1.8% | -9.0% |
| 30D | -15.5% | -11.7% | -3.8% | -12.6% |
| 3M | -31.0% | -4.3% | -26.7% | -30.2% |
| 6M | -26.2% | -8.8% | -17.5% | -24.0% |
| YTD | +30.8% | -26.9% | +57.6% | +40.1% |
| 1Y | +7.1% | -35.4% | +42.5% | +15.3% |
| 3Y | +53.0% | +43.0% | +10.0% | +60.0% |
| All | +54.5% | +38.0% | +16.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling