+68.7%
CI vs USHY
+47.9%
+20.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.0% |
| 30D | +6.4% | -0.1% | +6.5% | +6.5% |
| 3M | +10.7% | -1.7% | +12.4% | +13.3% |
| 6M | +5.5% | -0.6% | +6.1% | +6.2% |
| YTD | +11.4% | +0.5% | +10.8% | +10.4% |
| 1Y | +15.0% | +1.4% | +13.6% | +12.6% |
| 3Y | +9.0% | +25.1% | -16.1% | -21.5% |
| 5Y | +52.0% | +19.7% | +32.3% | +19.9% |
| All | +68.7% | +47.9% | +20.8% | -1.3% |
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