+74.9%
USAR vs CNP
+43.3%
+31.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.0% |
| 30D | +2.6% | -1.8% | +4.5% | +2.6% |
| 3M | -35.0% | -4.6% | -30.4% | -35.4% |
| 6M | -6.9% | -8.8% | +2.0% | -6.7% |
| YTD | +48.0% | +5.2% | +42.7% | +43.8% |
| 1Y | +24.8% | +8.3% | +16.5% | +20.5% |
| 3Y | +73.2% | +54.9% | +18.4% | +63.6% |
| All | +74.9% | +43.3% | +31.5% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling