+73.0%
USAR vs CSGP
-61.9%
+134.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.4% |
| 7D | -2.1% | -4.1% | +2.0% | -2.0% |
| 30D | +2.6% | +2.3% | +0.3% | +2.5% |
| 3M | -35.0% | -8.2% | -26.8% | -34.4% |
| 6M | -6.9% | -35.1% | +28.2% | -1.2% |
| YTD | +48.0% | -54.0% | +102.0% | +65.7% |
| 1Y | +24.8% | -65.3% | +90.1% | +48.9% |
| All | +73.0% | -61.9% | +134.9% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling