-18.3%
USAR vs CMS
+26.2%
-44.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +13.0% | +10.7% |
| 7D | -14.5% | -1.3% | -13.2% | -14.6% |
| 30D | -37.8% | +6.3% | -44.1% | -37.8% |
| 3M | -52.8% | -2.1% | -50.7% | -52.7% |
| 6M | -71.2% | -5.1% | -66.2% | -71.3% |
| YTD | -30.9% | +1.3% | -32.1% | -32.3% |
| 1Y | -48.0% | -1.4% | -46.6% | -48.6% |
| 3Y | -19.7% | +36.9% | -56.6% | -21.5% |
| All | -18.3% | +26.2% | -44.5% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling