-20.3%
USAR vs CP
+36.4%
-56.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.3% |
| 30D | -20.9% | +9.3% | -30.3% | -23.1% |
| 3M | -56.2% | +0.5% | -56.6% | -56.2% |
| 6M | -67.9% | +10.4% | -78.3% | -69.1% |
| YTD | -31.4% | +28.7% | -60.1% | -36.3% |
| 1Y | -45.1% | +33.2% | -78.2% | -49.4% |
| 3Y | -20.3% | +38.4% | -58.8% | -24.3% |
| All | -20.3% | +36.4% | -56.7% | -24.3% |
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 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