-19.0%
USAR vs CRL
+62.8%
-81.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.7% |
| 30D | -20.9% | +11.9% | -32.8% | -22.4% |
| 3M | -56.2% | +20.2% | -76.3% | -57.6% |
| 6M | -67.9% | +107.5% | -175.4% | -72.3% |
| YTD | -31.4% | +69.4% | -100.9% | -38.8% |
| 1Y | -45.1% | +99.7% | -144.8% | -52.2% |
| 3Y | -20.3% | +98.8% | -119.1% | -30.6% |
| All | -19.0% | +62.8% | -81.7% | -29.4% |
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