+197.6%
CG vs USHY
+50.7%
+146.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.3% | -0.1% | -4.2% | -3.9% |
| 30D | -5.1% | +0.1% | -5.2% | -5.2% |
| 3M | +8.7% | +0.8% | +7.9% | +6.5% |
| 6M | -9.2% | +1.7% | -11.0% | -12.9% |
| YTD | -18.9% | +2.5% | -21.3% | -23.5% |
| 1Y | -25.6% | +4.4% | -30.0% | -33.2% |
| 3Y | +57.3% | +27.4% | +29.9% | -13.0% |
| 5Y | +10.2% | +21.7% | -11.6% | -28.2% |
| All | +197.6% | +50.7% | +146.9% | +33.5% |
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