+348.9%
CF vs USHY
+50.7%
+298.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | +18.1% | 0.0% | +18.1% | +18.0% |
| 3M | +23.4% | +1.2% | +22.2% | +21.0% |
| 6M | +17.1% | +2.6% | +14.5% | +11.3% |
| YTD | +76.2% | +2.4% | +73.8% | +67.8% |
| 1Y | +62.3% | +4.2% | +58.0% | +50.1% |
| 3Y | +71.8% | +28.0% | +43.8% | +12.7% |
| 5Y | +234.6% | +21.8% | +212.8% | +144.2% |
| All | +348.9% | +50.7% | +298.2% | +113.6% |
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 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