-43.5%
CAG vs USHY
+20.9%
-64.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.7% | -0.7% | -5.0% | -5.3% |
| 30D | -2.4% | -0.7% | -1.7% | -2.1% |
| 3M | +9.8% | +0.1% | +9.7% | +9.8% |
| 6M | -10.8% | +1.8% | -12.6% | -11.6% |
| YTD | -10.8% | +1.8% | -12.6% | -11.6% |
| 1Y | -19.0% | +3.3% | -22.2% | -20.3% |
| 3Y | -39.7% | +27.0% | -66.7% | -46.3% |
| All | -43.5% | +20.9% | -64.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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