+74.9%
USAR vs CRL
+38.9%
+35.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | +2.6% | +10.7% | -8.0% | +0.7% |
| 3M | -35.0% | +55.3% | -90.3% | -40.5% |
| 6M | -6.9% | +60.7% | -67.5% | -15.6% |
| YTD | +48.0% | +44.6% | +3.4% | +35.7% |
| 1Y | +24.8% | +77.7% | -52.9% | +10.9% |
| 3Y | +73.2% | +37.6% | +35.6% | +55.2% |
| All | +74.9% | +38.9% | +35.9% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling