-13.0%
USAR vs CVE
+74.3%
-87.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.5% |
| 7D | -1.1% | -10.1% | +9.0% | -1.6% |
| 30D | -30.3% | -12.1% | -18.1% | -30.7% |
| 3M | -54.7% | -1.9% | -52.8% | -54.8% |
| 6M | -67.5% | -1.8% | -65.7% | -67.6% |
| YTD | -26.4% | +65.8% | -92.2% | -26.8% |
| 1Y | -49.5% | +60.8% | -110.4% | -49.8% |
| 3Y | -14.5% | +70.1% | -84.6% | -10.5% |
| All | -13.0% | +74.3% | -87.3% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling