-49.8%
USAR vs CP
+35.2%
-85.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.3% | -7.2% |
| 7D | -21.8% | +5.6% | -27.3% | -23.6% |
| 30D | -39.9% | +10.0% | -50.0% | -42.5% |
| 3M | -52.5% | +4.4% | -56.9% | -53.2% |
| 6M | -67.9% | +14.1% | -82.0% | -70.7% |
| YTD | -31.1% | +29.1% | -60.1% | -37.0% |
| 1Y | -49.8% | +34.6% | -84.4% | -57.3% |
| All | -49.8% | +35.2% | -85.1% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling