+8.6%
CI vs USHY
+25.3%
-16.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +6.4% | -0.1% | +6.5% | +6.4% |
| 3M | +10.7% | -1.7% | +12.4% | +11.3% |
| 6M | +5.5% | -0.6% | +6.1% | +5.6% |
| YTD | +11.4% | +0.5% | +10.8% | +11.0% |
| 1Y | +15.0% | +1.4% | +13.6% | +14.3% |
| All | +8.6% | +25.3% | -16.7% | +17.2% |
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 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