+69.4%
USAR vs CRL
+34.0%
+35.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -4.4% | -4.6% | +0.2% | -3.6% |
| 30D | -10.4% | +0.5% | -10.9% | -10.5% |
| 3M | -18.4% | +46.6% | -65.0% | -24.5% |
| 6M | -8.8% | +57.3% | -66.1% | -17.1% |
| YTD | +43.4% | +39.5% | +3.8% | +32.4% |
| 1Y | +21.0% | +76.9% | -55.9% | +7.8% |
| 3Y | +67.7% | +39.4% | +28.4% | +51.3% |
| All | +69.4% | +34.0% | +35.4% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling