+61.5%
CF vs USHY
+24.4%
+37.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +2.8% | -1.8% | +4.6% | +2.7% |
| 6M | +0.6% | -1.0% | +1.6% | +0.5% |
| YTD | +56.6% | +0.5% | +56.2% | +55.3% |
| 1Y | +49.6% | +1.9% | +47.7% | +45.9% |
| 3Y | +61.5% | +24.9% | +36.6% | +32.4% |
| All | +61.5% | +24.4% | +37.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling