-19.7%
USAR vs CSGP
-60.4%
+40.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -38.2% |
| 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% | -22.2% |
| 1Y | -48.0% | -54.6% | +6.6% | -41.4% |
| 3Y | -19.7% | -60.3% | +40.6% | -8.5% |
| All | -19.7% | -60.4% | +40.7% | -8.5% |
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