+345.6%
CF vs USHY
+50.7%
+294.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.2% |
| 30D | +14.8% | +0.1% | +14.8% | +14.6% |
| 3M | +14.1% | +0.8% | +13.2% | +12.4% |
| 6M | +28.5% | +1.7% | +26.8% | +23.8% |
| YTD | +74.9% | +2.5% | +72.5% | +66.5% |
| 1Y | +61.7% | +4.4% | +57.3% | +49.2% |
| 3Y | +80.3% | +27.4% | +53.0% | +19.2% |
| 5Y | +226.0% | +21.7% | +204.2% | +138.2% |
| All | +345.6% | +50.7% | +294.9% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling