+74.9%
USAR vs CNH
+2.0%
+72.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.2% |
| 7D | -2.1% | +23.3% | -25.4% | -5.9% |
| 30D | +2.6% | +33.5% | -30.8% | -2.8% |
| 3M | -35.0% | +32.7% | -67.7% | -38.4% |
| 6M | -6.9% | +22.2% | -29.1% | -12.0% |
| YTD | +48.0% | +57.7% | -9.7% | +37.7% |
| 1Y | +24.8% | +28.0% | -3.2% | +16.9% |
| 3Y | +73.2% | +11.5% | +61.7% | +65.5% |
| All | +74.9% | +2.0% | +72.9% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling