+74.9%
USAR vs CVE
+103.5%
-28.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.5% |
| 7D | -2.1% | +2.5% | -4.6% | -2.0% |
| 30D | +2.6% | +16.7% | -14.1% | +3.1% |
| 3M | -35.0% | +9.3% | -44.3% | -34.7% |
| 6M | -6.9% | +43.6% | -50.5% | -7.0% |
| YTD | +48.0% | +93.6% | -45.6% | +48.2% |
| 1Y | +24.8% | +98.8% | -73.9% | +25.6% |
| 3Y | +73.2% | +73.6% | -0.4% | +82.3% |
| All | +74.9% | +103.5% | -28.6% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling