+30.6%
USAR vs CMS
-0.5%
+31.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.6% |
| 7D | +2.3% | +1.2% | +1.1% | +3.0% |
| 30D | -8.6% | -3.2% | -5.5% | -10.2% |
| 3M | -20.5% | -2.2% | -18.3% | -22.7% |
| 6M | +1.2% | -9.4% | +10.6% | -0.3% |
| YTD | +48.4% | +0.7% | +47.7% | +41.2% |
| 1Y | +30.6% | +0.4% | +30.3% | +50.8% |
| All | +30.6% | -0.5% | +31.1% | +50.8% |
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 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