-21.4%
USAR vs CNH
-13.1%
-8.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.4% | -5.2% | -8.7% |
| 7D | -9.1% | +4.5% | -13.6% | -9.7% |
| 30D | -36.9% | +7.6% | -44.6% | -37.8% |
| 3M | -58.4% | +17.0% | -75.4% | -59.7% |
| 6M | -70.6% | +12.9% | -83.6% | -71.4% |
| YTD | -33.4% | +34.3% | -67.7% | -36.2% |
| 1Y | -54.0% | +28.5% | -82.6% | -55.9% |
| 3Y | -22.7% | +31.9% | -54.5% | -24.1% |
| All | -21.4% | -13.1% | -8.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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