+54.5%
USAR vs CNI
+10.5%
+44.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | -11.6% | -0.4% | -11.3% | -11.6% |
| 30D | -15.5% | -2.7% | -12.8% | -15.2% |
| 3M | -31.0% | +3.9% | -35.0% | -31.6% |
| 6M | -26.2% | +16.4% | -42.6% | -28.4% |
| YTD | +30.8% | +25.8% | +5.0% | +26.3% |
| 1Y | +7.1% | +32.4% | -25.3% | +3.1% |
| 3Y | +53.0% | +19.1% | +33.9% | +48.7% |
| All | +54.5% | +10.5% | +44.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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