+153.2%
CB vs USHY
+50.4%
+102.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.3% |
| 30D | -3.1% | 0.0% | -3.0% | -3.0% |
| 3M | +4.2% | +0.8% | +3.3% | +2.9% |
| 6M | +4.7% | +1.9% | +2.8% | +1.8% |
| YTD | +8.8% | +2.3% | +6.6% | +5.3% |
| 1Y | +22.6% | +4.1% | +18.5% | +15.6% |
| 3Y | +70.6% | +27.8% | +42.8% | +20.4% |
| 5Y | +99.4% | +21.5% | +77.9% | +54.8% |
| All | +153.2% | +50.4% | +102.8% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling