+75.4%
USAR vs CMS
+25.5%
+49.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +2.3% | +1.2% | +1.1% | +2.3% |
| 30D | -8.6% | -3.2% | -5.5% | -8.6% |
| 3M | -20.5% | -2.2% | -18.3% | -21.2% |
| 6M | +1.2% | -9.4% | +10.6% | +1.9% |
| YTD | +48.4% | +0.7% | +47.7% | +45.2% |
| 1Y | +30.6% | +0.4% | +30.3% | +28.4% |
| 3Y | +73.6% | +35.2% | +38.5% | +69.8% |
| All | +75.4% | +25.5% | +49.9% | +71.6% |
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