+69.4%
USAR vs CLBK
+42.9%
+26.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.4% |
| 7D | -4.4% | -1.5% | -3.0% | -4.4% |
| 30D | -10.4% | +6.7% | -17.1% | -10.3% |
| 3M | -18.4% | +21.2% | -39.5% | -18.1% |
| 6M | -8.8% | +42.0% | -50.8% | -8.6% |
| YTD | +43.4% | +63.3% | -19.9% | +44.4% |
| 1Y | +21.0% | +65.4% | -44.4% | +21.9% |
| 3Y | +67.7% | +52.5% | +15.3% | +71.2% |
| All | +69.4% | +42.9% | +26.6% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling