-49.8%
USAR vs CMS
+1.4%
-51.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.3% | -4.8% |
| 7D | -21.8% | +4.1% | -25.8% | -19.4% |
| 30D | -39.9% | +10.9% | -50.8% | -35.5% |
| 3M | -52.5% | -0.2% | -52.3% | -52.3% |
| 6M | -67.9% | -4.7% | -63.2% | -67.8% |
| YTD | -31.1% | +3.9% | -35.0% | -34.0% |
| 1Y | -49.8% | +0.4% | -50.2% | -49.5% |
| All | -49.8% | +1.4% | -51.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling