+67.8%
CF vs USHY
+25.4%
+42.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.8% | -0.4% | +5.2% | +4.7% |
| 30D | +4.7% | +0.6% | +4.1% | +4.7% |
| 3M | +7.4% | -2.0% | +9.4% | +7.3% |
| 6M | +0.6% | -0.5% | +1.1% | +0.4% |
| YTD | +64.1% | +0.6% | +63.5% | +62.6% |
| 1Y | +51.4% | +2.1% | +49.3% | +47.3% |
| 3Y | +67.8% | +25.3% | +42.5% | +30.8% |
| All | +67.8% | +25.4% | +42.4% | +30.8% |
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