-13.0%
USAR vs CMS
+27.9%
-40.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.5% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -30.3% | +7.1% | -37.3% | -30.2% |
| 3M | -54.7% | -1.3% | -53.4% | -54.6% |
| 6M | -67.5% | -2.7% | -64.9% | -67.6% |
| YTD | -26.4% | +2.6% | -29.0% | -27.9% |
| 1Y | -49.5% | -2.0% | -47.5% | -49.8% |
| 3Y | -14.5% | +39.6% | -54.1% | -16.3% |
| All | -13.0% | +27.9% | -40.9% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling