-19.9%
USAR vs CNP
+48.0%
-67.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.4% |
| 7D | +8.8% | +2.5% | +6.3% | +8.7% |
| 30D | -28.5% | +4.0% | -32.5% | -28.2% |
| 3M | -56.2% | +1.6% | -57.8% | -56.1% |
| 6M | -68.4% | -1.7% | -66.7% | -68.5% |
| YTD | -32.2% | +8.6% | -40.8% | -33.9% |
| 1Y | -52.3% | +5.8% | -58.1% | -53.2% |
| 3Y | -21.2% | +63.0% | -84.2% | -25.4% |
| All | -19.9% | +48.0% | -67.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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