+15.6%
USAR vs CG
-30.6%
+46.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -4.0% |
| 7D | -9.3% | -9.8% | +0.5% | -1.3% |
| 30D | -15.2% | -10.3% | -4.9% | -7.7% |
| 3M | -21.1% | -1.7% | -19.4% | -21.4% |
| 6M | -21.6% | -9.8% | -11.8% | -14.3% |
| YTD | +34.8% | -25.6% | +60.4% | +68.8% |
| 1Y | +15.6% | -32.5% | +48.2% | +68.8% |
| All | +15.6% | -30.6% | +46.2% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling