+21.9%
CCL vs USHY
+1.9%
+20.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +3.1% |
| 7D | +11.6% | -0.2% | +11.8% | +12.8% |
| 30D | +22.5% | +0.7% | +21.9% | +17.3% |
| 3M | +6.4% | -2.2% | +8.6% | +24.6% |
| 6M | +23.4% | -0.9% | +24.3% | +31.3% |
| YTD | +4.2% | +0.2% | +4.1% | +6.0% |
| 1Y | +21.9% | +1.7% | +20.1% | +15.5% |
| All | +21.9% | +1.9% | +20.0% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling