-20.3%
USAR vs CNH
+29.5%
-49.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.8% | +3.0% | -3.8% | -1.3% |
| 30D | -20.9% | -0.6% | -20.3% | -20.7% |
| 3M | -56.2% | +14.6% | -70.8% | -57.4% |
| 6M | -67.9% | +11.8% | -79.7% | -68.7% |
| YTD | -31.4% | +30.4% | -61.9% | -34.1% |
| 1Y | -45.1% | +19.1% | -64.1% | -47.0% |
| 3Y | -20.3% | +30.2% | -50.5% | -21.2% |
| All | -20.3% | +29.5% | -49.8% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling