-49.8%
USAR vs CVE
+73.4%
-123.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.6% | +1.8% | -6.0% |
| 7D | -21.8% | -12.1% | -9.7% | -22.1% |
| 30D | -39.9% | -9.8% | -30.1% | -40.2% |
| 3M | -52.5% | -0.7% | -51.8% | -52.9% |
| 6M | -67.9% | -4.3% | -63.6% | -68.2% |
| YTD | -31.1% | +70.6% | -101.7% | -45.1% |
| 1Y | -49.8% | +73.2% | -123.0% | -62.0% |
| All | -49.8% | +73.4% | -123.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling