+74.9%
USAR vs CRS
+753.7%
-678.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +2.6% | -16.6% | +19.3% | +7.8% |
| 3M | -35.0% | -3.5% | -31.5% | -33.8% |
| 6M | -6.9% | +15.4% | -22.3% | -8.4% |
| YTD | +48.0% | +51.2% | -3.2% | +41.2% |
| 1Y | +24.8% | +98.3% | -73.5% | +19.2% |
| 3Y | +73.2% | +651.5% | -578.3% | +65.9% |
| All | +74.9% | +753.7% | -678.8% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling