+69.4%
USAR vs CNI
+10.2%
+59.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.3% |
| 7D | -4.4% | +0.9% | -5.3% | -4.5% |
| 30D | -10.4% | -2.1% | -8.3% | -10.1% |
| 3M | -18.4% | +1.8% | -20.2% | -18.7% |
| 6M | -8.8% | +14.8% | -23.6% | -11.4% |
| YTD | +43.4% | +25.4% | +18.0% | +38.5% |
| 1Y | +21.0% | +32.9% | -11.9% | +16.5% |
| 3Y | +67.7% | +20.2% | +47.6% | +63.1% |
| All | +69.4% | +10.2% | +59.2% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling