-36.3%
CAG vs USHY
+49.7%
-86.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | -5.9% | -0.7% | -5.2% | -5.4% |
| 30D | -1.5% | -0.5% | -1.0% | -1.2% |
| 3M | +11.5% | +0.5% | +10.9% | +11.1% |
| 6M | -15.7% | +1.5% | -17.2% | -16.5% |
| YTD | -10.2% | +1.7% | -12.0% | -11.2% |
| 1Y | -18.1% | +3.5% | -21.6% | -19.9% |
| 3Y | -39.4% | +27.2% | -66.5% | -48.3% |
| 5Y | -42.6% | +21.0% | -63.6% | -49.2% |
| All | -36.3% | +49.7% | -86.0% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling