+69.4%
USAR vs CP
+14.1%
+55.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | -10.4% | -0.5% | -9.9% | -10.2% |
| 3M | -18.4% | +0.1% | -18.4% | -18.6% |
| 6M | -8.8% | +7.8% | -16.6% | -11.4% |
| YTD | +43.4% | +22.9% | +20.5% | +35.7% |
| 1Y | +21.0% | +21.3% | -0.3% | +14.9% |
| 3Y | +67.7% | +20.4% | +47.4% | +61.9% |
| All | +69.4% | +14.1% | +55.3% | +63.5% |
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