+74.9%
USAR vs CG
+53.1%
+21.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | -2.1% | -4.3% | +2.2% | -0.9% |
| 30D | +2.6% | -5.1% | +7.7% | +3.9% |
| 3M | -35.0% | +8.7% | -43.7% | -36.6% |
| 6M | -6.9% | -9.2% | +2.4% | -4.8% |
| YTD | +48.0% | -18.9% | +66.8% | +54.0% |
| 1Y | +24.8% | -25.6% | +50.4% | +30.3% |
| 3Y | +73.2% | +57.3% | +16.0% | +76.0% |
| All | +74.9% | +53.1% | +21.8% | +77.7% |
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 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