+75.4%
USAR vs CPB
-44.9%
+120.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.7% |
| 7D | +2.3% | -8.2% | +10.5% | +0.1% |
| 30D | -8.6% | -5.6% | -3.0% | -9.9% |
| 3M | -20.5% | +3.0% | -23.5% | -19.3% |
| 6M | +1.2% | -12.7% | +13.9% | -0.8% |
| YTD | +48.4% | -18.0% | +66.4% | +44.1% |
| 1Y | +30.6% | -31.7% | +62.4% | +22.6% |
| 3Y | +73.6% | -41.0% | +114.6% | +63.4% |
| All | +75.4% | -44.9% | +120.3% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling