-13.0%
USAR vs CRL
+70.2%
-83.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.7% | +1.8% | +5.5% |
| 7D | -1.1% | +4.4% | -5.4% | -1.9% |
| 30D | -30.3% | +17.1% | -47.3% | -32.3% |
| 3M | -54.7% | +32.1% | -86.8% | -57.0% |
| 6M | -67.5% | +98.9% | -166.4% | -71.7% |
| YTD | -26.4% | +77.1% | -103.5% | -35.0% |
| 1Y | -49.5% | +110.3% | -159.8% | -56.6% |
| 3Y | -14.5% | +108.5% | -123.0% | -26.3% |
| All | -13.0% | +70.2% | -83.2% | -25.0% |
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