+62.0%
CFG vs USHY
+19.9%
+42.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.4% |
| 7D | +0.7% | +0.3% | +0.4% | +0.1% |
| 30D | +2.8% | +0.4% | +2.4% | +1.9% |
| 3M | -10.1% | -1.3% | -8.8% | -7.4% |
| 6M | +3.2% | -0.4% | +3.6% | +4.4% |
| YTD | +14.2% | +1.0% | +13.2% | +12.3% |
| 1Y | +27.4% | +2.0% | +25.4% | +22.7% |
| 3Y | +187.6% | +25.6% | +162.0% | +89.3% |
| All | +62.0% | +19.9% | +42.1% | +22.2% |
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