+75.4%
USAR vs CG
+49.7%
+25.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | +2.3% | -1.3% | +3.6% | +2.7% |
| 30D | -8.6% | -3.2% | -5.5% | -7.9% |
| 3M | -20.5% | +6.2% | -26.7% | -21.9% |
| 6M | +1.2% | -4.7% | +5.9% | +2.6% |
| YTD | +48.4% | -20.6% | +69.0% | +55.3% |
| 1Y | +30.6% | -26.4% | +57.0% | +37.1% |
| 3Y | +73.6% | +55.4% | +18.3% | +77.5% |
| All | +75.4% | +49.7% | +25.6% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling