-17.9%
USAR vs CG
+34.0%
-51.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.7% | +4.8% |
| 7D | +0.8% | -3.8% | +4.6% | +2.1% |
| 30D | -30.1% | +7.5% | -37.6% | -31.5% |
| 3M | -56.3% | -14.4% | -41.9% | -54.4% |
| 6M | -68.6% | -15.7% | -52.9% | -67.1% |
| YTD | -30.5% | -29.0% | -1.6% | -25.0% |
| 1Y | -53.5% | -22.1% | -31.4% | -50.4% |
| 3Y | -19.3% | +49.1% | -68.4% | -14.9% |
| All | -17.9% | +34.0% | -51.9% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling