+67.7%
USAR vs CHD
+1.8%
+65.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.8% |
| 7D | -4.4% | -4.2% | -0.3% | -5.5% |
| 30D | -10.4% | -7.6% | -2.8% | -12.4% |
| 3M | -18.4% | -1.6% | -16.8% | -18.2% |
| 6M | -8.8% | -6.3% | -2.5% | -9.6% |
| YTD | +43.4% | +14.6% | +28.8% | +50.0% |
| 1Y | +21.0% | +1.6% | +19.4% | +21.9% |
| All | +67.7% | +1.8% | +65.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling