-26.3%
USAR vs CSGP
-64.1%
+37.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.6% | -7.9% | -9.5% |
| 7D | -29.5% | +13.9% | -43.4% | -29.4% |
| 30D | -46.0% | +16.0% | -62.0% | -46.2% |
| 3M | -56.8% | +6.1% | -62.9% | -56.8% |
| 6M | -72.9% | -8.2% | -64.8% | -72.6% |
| YTD | -37.6% | -52.3% | +14.7% | -30.5% |
| 1Y | -56.0% | -54.5% | -1.5% | -50.4% |
| 3Y | -27.5% | -58.6% | +31.0% | -18.3% |
| All | -26.3% | -64.1% | +37.8% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling