+57.7%
USAR vs CNI
+18.7%
+39.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | -9.3% | -1.1% | -8.2% | -9.2% |
| 30D | -15.2% | -3.5% | -11.6% | -14.8% |
| 3M | -21.1% | +2.2% | -23.3% | -21.5% |
| 6M | -21.6% | +15.1% | -36.7% | -23.8% |
| YTD | +34.8% | +24.7% | +10.1% | +30.3% |
| 1Y | +15.6% | +33.4% | -17.7% | +11.4% |
| All | +57.7% | +18.7% | +39.0% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling