-19.9%
USAR vs CNH
-15.2%
-4.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.5% |
| 7D | +8.8% | +6.4% | +2.4% | +7.7% |
| 30D | -28.5% | -1.6% | -26.8% | -28.1% |
| 3M | -56.2% | +11.6% | -67.7% | -57.1% |
| 6M | -68.4% | +12.5% | -80.9% | -69.2% |
| YTD | -32.2% | +31.1% | -63.3% | -34.7% |
| 1Y | -52.3% | +17.0% | -69.3% | -53.9% |
| 3Y | -21.2% | +28.7% | -49.9% | -22.3% |
| All | -19.9% | -15.2% | -4.7% | -20.6% |
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