-13.0%
USAR vs CP
+19.4%
-32.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.0% | +4.5% | +6.0% |
| 7D | -1.1% | +2.8% | -3.8% | -1.9% |
| 30D | -30.3% | +11.3% | -41.6% | -32.4% |
| 3M | -54.7% | +2.9% | -57.5% | -55.0% |
| 6M | -67.5% | +9.8% | -77.3% | -68.6% |
| YTD | -26.4% | +28.5% | -54.9% | -31.3% |
| 1Y | -49.5% | +33.5% | -83.0% | -53.3% |
| 3Y | -14.5% | +31.9% | -46.4% | -18.6% |
| All | -13.0% | +19.4% | -32.4% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling