-14.5%
USAR vs CNP
+63.4%
-77.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.5% |
| 7D | -1.1% | -4.3% | +3.2% | -1.2% |
| 30D | -30.3% | +5.7% | -36.0% | -29.9% |
| 3M | -54.7% | +0.9% | -55.6% | -54.6% |
| 6M | -67.5% | -1.1% | -66.4% | -67.7% |
| YTD | -26.4% | +8.3% | -34.6% | -28.5% |
| 1Y | -49.5% | +5.9% | -55.4% | -50.7% |
| 3Y | -14.5% | +64.6% | -79.1% | -19.7% |
| All | -14.5% | +63.4% | -77.9% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling