+182.6%
CB vs USHY
+48.0%
+134.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +2.9% | -0.4% | +3.4% | +3.5% |
| 30D | +7.3% | +0.6% | +6.7% | +6.4% |
| 3M | +9.4% | -2.0% | +11.4% | +12.3% |
| 6M | +19.6% | -0.5% | +20.2% | +20.2% |
| YTD | +21.5% | +0.6% | +20.9% | +20.1% |
| 1Y | +28.0% | +2.1% | +25.9% | +23.9% |
| 3Y | +74.9% | +25.3% | +49.6% | +26.7% |
| 5Y | +108.1% | +19.7% | +88.4% | +64.4% |
| All | +182.6% | +48.0% | +134.6% | +67.9% |
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