-55.4%
USAR vs CG
-18.8%
-36.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.1% | -8.6% |
| 7D | -9.1% | +2.0% | -11.0% | -10.2% |
| 30D | -36.9% | +8.5% | -45.5% | -40.7% |
| 3M | -58.4% | -12.1% | -46.3% | -54.5% |
| 6M | -70.6% | -16.4% | -54.2% | -66.4% |
| YTD | -33.4% | -28.0% | -5.5% | -22.5% |
| All | -55.4% | -18.8% | -36.7% | -54.1% |
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