+183.3%
CFG vs USHY
+27.6%
+155.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.1% |
| 30D | -4.5% | 0.0% | -4.5% | -4.4% |
| 3M | +6.3% | +0.8% | +5.5% | +3.2% |
| 6M | +20.6% | +1.9% | +18.7% | +13.0% |
| YTD | +21.2% | +2.3% | +19.0% | +12.5% |
| 1Y | +38.2% | +4.1% | +34.0% | +20.4% |
| All | +183.3% | +27.6% | +155.7% | +32.6% |
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 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