-18.3%
USAR vs CPB
-40.7%
+22.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.1% | +10.5% |
| 7D | -14.5% | +8.0% | -22.5% | -12.5% |
| 30D | -37.8% | +22.4% | -60.2% | -34.1% |
| 3M | -52.8% | +3.8% | -56.6% | -51.9% |
| 6M | -71.2% | +13.7% | -84.9% | -69.8% |
| YTD | -30.9% | -11.7% | -19.2% | -31.0% |
| 1Y | -48.0% | -18.1% | -29.9% | -48.9% |
| 3Y | -19.7% | -34.7% | +15.0% | -22.5% |
| All | -18.3% | -40.7% | +22.4% | -20.8% |
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