-21.2%
USAR vs CMS
+37.0%
-58.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | +8.8% | -1.3% | +10.0% | +8.7% |
| 30D | -28.5% | +5.3% | -33.7% | -28.4% |
| 3M | -56.2% | -0.3% | -55.8% | -56.1% |
| 6M | -68.4% | -4.0% | -64.4% | -68.5% |
| YTD | -32.2% | +2.1% | -34.3% | -33.9% |
| 1Y | -52.3% | -4.7% | -47.6% | -52.3% |
| All | -21.2% | +37.0% | -58.1% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling