-21.2%
USAR vs CLBK
+54.8%
-76.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.4% |
| 7D | +8.8% | +2.5% | +6.3% | +8.8% |
| 30D | -28.5% | +3.7% | -32.1% | -28.4% |
| 3M | -56.2% | -3.3% | -52.9% | -56.2% |
| 6M | -68.4% | +29.6% | -98.1% | -68.3% |
| YTD | -32.2% | +60.3% | -92.5% | -31.6% |
| 1Y | -52.3% | +63.4% | -115.7% | -51.9% |
| All | -21.2% | +54.8% | -76.0% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling