+3.7%
CG vs USHY
+20.9%
-17.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -0.7% |
| 7D | -9.8% | -0.7% | -9.1% | -7.5% |
| 30D | -10.3% | -0.5% | -9.8% | -8.5% |
| 3M | -1.7% | +0.5% | -2.2% | -3.0% |
| 6M | -9.8% | +1.5% | -11.3% | -13.5% |
| YTD | -25.6% | +1.7% | -27.3% | -29.0% |
| 1Y | -32.5% | +3.5% | -36.1% | -38.9% |
| 3Y | +45.6% | +27.2% | +18.5% | -25.7% |
| 5Y | +3.7% | +21.0% | -17.3% | -18.1% |
| All | +3.7% | +20.9% | -17.2% | -18.1% |
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