+0.4%
CCL vs USHY
+20.9%
-20.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.9% |
| 7D | -4.3% | -0.7% | -3.6% | -1.5% |
| 30D | -19.0% | -0.5% | -18.4% | -17.2% |
| 3M | -13.1% | +0.5% | -13.6% | -14.4% |
| 6M | -13.3% | +1.5% | -14.8% | -16.6% |
| YTD | -25.2% | +1.7% | -27.0% | -28.6% |
| 1Y | -27.2% | +3.5% | -30.7% | -34.8% |
| 3Y | +49.2% | +27.2% | +22.1% | -32.2% |
| 5Y | +0.4% | +21.0% | -20.6% | -35.2% |
| All | +0.4% | +20.9% | -20.5% | -35.2% |
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