+156.2%
CB vs USHY
+50.7%
+105.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -0.1% | +0.6% | +0.7% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +9.0% | +0.8% | +8.1% | +7.6% |
| 6M | +2.9% | +1.7% | +1.1% | +0.3% |
| YTD | +10.1% | +2.5% | +7.6% | +6.2% |
| 1Y | +22.8% | +4.4% | +18.4% | +15.4% |
| 3Y | +73.8% | +27.4% | +46.4% | +23.2% |
| 5Y | +99.2% | +21.7% | +77.4% | +54.2% |
| All | +156.2% | +50.7% | +105.4% | +48.6% |
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