+112.0%
CF vs USHY
+18.6%
+93.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +2.8% | -1.8% | +4.6% | +3.7% |
| 6M | +0.6% | -1.0% | +1.6% | +1.0% |
| YTD | +56.6% | +0.5% | +56.2% | +55.2% |
| 1Y | +49.6% | +1.9% | +47.7% | +46.6% |
| 3Y | +61.5% | +24.9% | +36.6% | +36.0% |
| All | +112.0% | +18.6% | +93.4% | +98.9% |
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