-52.3%
USAR vs CVE
+61.2%
-113.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.3% |
| 7D | +8.8% | +4.6% | +4.1% | +8.9% |
| 30D | -28.5% | -12.0% | -16.5% | -29.0% |
| 3M | -56.2% | -3.8% | -52.4% | -56.4% |
| 6M | -68.4% | -2.7% | -65.7% | -68.6% |
| YTD | -32.2% | +73.6% | -105.8% | -43.9% |
| 1Y | -52.3% | +62.0% | -114.3% | -56.9% |
| All | -52.3% | +61.2% | -113.5% | -56.9% |
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