+59.3%
USAR vs CRS
+705.0%
-645.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.4% |
| 7D | -9.3% | -4.1% | -5.2% | -8.3% |
| 30D | -15.2% | -16.6% | +1.4% | -10.9% |
| 3M | -21.1% | -14.3% | -6.8% | -17.2% |
| 6M | -21.6% | +11.6% | -33.2% | -21.9% |
| YTD | +34.8% | +42.6% | -7.8% | +30.7% |
| 1Y | +15.6% | +81.8% | -66.2% | +12.3% |
| 3Y | +57.7% | +632.1% | -574.3% | +53.4% |
| All | +59.3% | +705.0% | -645.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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