-19.7%
USAR vs CP
+26.5%
-46.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +11.3% |
| 7D | -14.5% | +2.8% | -17.3% | -15.3% |
| 30D | -37.8% | +10.2% | -48.0% | -39.8% |
| 3M | -52.8% | +2.4% | -55.1% | -53.1% |
| 6M | -71.2% | +7.7% | -78.9% | -72.1% |
| YTD | -30.9% | +26.0% | -56.9% | -35.4% |
| 1Y | -48.0% | +34.6% | -82.6% | -52.2% |
| 3Y | -19.7% | +26.7% | -46.4% | -23.4% |
| All | -19.7% | +26.5% | -46.2% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling