+57.2%
CI vs USHY
+49.7%
+7.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.7% |
| 7D | -1.3% | -0.7% | -0.6% | -0.3% |
| 30D | +3.1% | -0.5% | +3.7% | +3.9% |
| 3M | -4.5% | +0.5% | -5.0% | -5.2% |
| 6M | +8.3% | +1.5% | +6.8% | +5.9% |
| YTD | +3.8% | +1.7% | +2.0% | +1.2% |
| 1Y | -5.0% | +3.5% | -8.6% | -9.6% |
| 3Y | +5.8% | +27.2% | -21.4% | -25.5% |
| 5Y | +50.6% | +21.0% | +29.6% | +17.2% |
| All | +57.2% | +49.7% | +7.5% | -9.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling