+54.5%
USAR vs CLBK
+43.5%
+11.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -11.6% | -1.5% | -10.2% | -11.7% |
| 30D | -15.5% | -1.0% | -14.5% | -15.5% |
| 3M | -31.0% | +22.9% | -53.9% | -30.8% |
| 6M | -26.2% | +44.2% | -70.4% | -26.0% |
| YTD | +30.8% | +64.0% | -33.2% | +31.8% |
| 1Y | +7.1% | +65.7% | -58.6% | +7.9% |
| 3Y | +53.0% | +54.1% | -1.1% | +56.1% |
| All | +54.5% | +43.5% | +11.0% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling