+303.7%
CCJ vs USHY
+20.9%
+282.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -1.9% |
| 7D | -3.2% | -0.7% | -2.4% | -1.5% |
| 30D | -1.3% | -0.5% | -0.8% | 0.0% |
| 3M | +2.5% | +0.5% | +2.0% | +1.7% |
| 6M | -18.9% | +1.5% | -20.4% | -20.7% |
| YTD | +6.5% | +1.7% | +4.7% | +3.8% |
| 1Y | +22.8% | +3.5% | +19.3% | +15.6% |
| 3Y | +164.5% | +27.2% | +137.3% | +68.9% |
| 5Y | +303.7% | +21.0% | +282.7% | +242.3% |
| All | +303.7% | +20.9% | +282.8% | +242.3% |
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 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