-21.4%
USAR vs CPB
-42.1%
+20.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.4% | -9.9% |
| 7D | -9.1% | +2.9% | -11.9% | -8.2% |
| 30D | -36.9% | +17.6% | -54.5% | -34.0% |
| 3M | -58.4% | +2.0% | -60.4% | -57.8% |
| 6M | -70.6% | +11.6% | -82.3% | -69.3% |
| YTD | -33.4% | -13.8% | -19.7% | -34.1% |
| 1Y | -54.0% | -21.6% | -32.5% | -55.3% |
| 3Y | -22.7% | -35.8% | +13.2% | -25.8% |
| All | -21.4% | -42.1% | +20.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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