+74.9%
USAR vs CP
+16.1%
+58.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -2.1% | -2.7% | +0.6% | -1.4% |
| 30D | +2.6% | +0.2% | +2.5% | +2.7% |
| 3M | -35.0% | +2.6% | -37.6% | -35.7% |
| 6M | -6.9% | +6.0% | -12.8% | -9.2% |
| YTD | +48.0% | +24.9% | +23.0% | +39.4% |
| 1Y | +24.8% | +20.1% | +4.7% | +18.3% |
| 3Y | +73.2% | +16.4% | +56.9% | +66.4% |
| All | +74.9% | +16.1% | +58.8% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling