-19.7%
USAR vs CNH
+7.0%
-26.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.1% | +10.3% |
| 7D | -14.5% | -1.7% | -12.8% | -14.2% |
| 30D | -37.8% | -7.2% | -30.6% | -36.9% |
| 3M | -52.8% | +6.5% | -59.3% | -53.4% |
| 6M | -71.2% | +7.9% | -79.1% | -71.8% |
| YTD | -30.9% | +26.6% | -57.5% | -33.2% |
| 1Y | -48.0% | +13.8% | -61.8% | -49.6% |
| 3Y | -19.7% | +9.2% | -28.9% | -20.3% |
| All | -19.7% | +7.0% | -26.7% | -20.3% |
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