-49.8%
USAR vs CRL
+85.3%
-135.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.4% | -3.6% |
| 7D | -21.8% | -12.8% | -9.0% | -18.3% |
| 30D | -39.9% | +5.0% | -44.9% | -40.5% |
| 3M | -52.5% | +39.4% | -91.9% | -56.6% |
| 6M | -67.9% | +89.4% | -157.3% | -74.0% |
| YTD | -31.1% | +63.6% | -94.7% | -45.2% |
| 1Y | -49.8% | +83.5% | -133.3% | -58.9% |
| All | -49.8% | +85.3% | -135.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling