-18.3%
USAR vs CSGP
-65.8%
+47.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.7% | +15.5% | +10.7% |
| 7D | -14.5% | +1.3% | -15.8% | -14.5% |
| 30D | -37.8% | +10.7% | -48.5% | -38.1% |
| 3M | -52.8% | +3.3% | -56.0% | -52.9% |
| 6M | -71.2% | -10.3% | -60.9% | -71.0% |
| YTD | -30.9% | -54.6% | +23.7% | -23.1% |
| 1Y | -48.0% | -54.6% | +6.6% | -42.0% |
| 3Y | -19.7% | -60.3% | +40.6% | -9.5% |
| All | -18.3% | -65.8% | +47.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling