+75.4%
USAR vs CRL
+35.2%
+40.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.8% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | -8.6% | +5.0% | -13.6% | -9.5% |
| 3M | -20.5% | +50.6% | -71.1% | -26.8% |
| 6M | +1.2% | +60.9% | -59.7% | -8.3% |
| YTD | +48.4% | +40.7% | +7.7% | +36.8% |
| 1Y | +30.6% | +73.3% | -42.7% | +16.7% |
| 3Y | +73.6% | +40.6% | +33.1% | +56.3% |
| All | +75.4% | +35.2% | +40.2% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling