-18.3%
USAR vs CVE
+73.4%
-91.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +10.8% |
| 7D | -14.5% | -16.1% | +1.6% | -15.3% |
| 30D | -37.8% | -10.4% | -27.4% | -38.2% |
| 3M | -52.8% | -2.4% | -50.4% | -52.9% |
| 6M | -71.2% | -4.4% | -66.8% | -71.3% |
| YTD | -30.9% | +64.9% | -95.8% | -31.3% |
| 1Y | -48.0% | +66.0% | -114.0% | -48.2% |
| 3Y | -19.7% | +57.7% | -77.4% | -16.1% |
| All | -18.3% | +73.4% | -91.7% | -14.5% |
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