-43.9%
CLF vs USHY
+19.3%
-63.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +6.1% |
| 7D | -14.1% | +0.8% | -14.9% | -16.0% |
| 30D | -5.5% | +0.2% | -5.8% | -6.2% |
| 3M | 0.0% | -1.7% | +1.7% | +4.7% |
| 6M | +11.3% | -0.6% | +11.9% | +13.6% |
| YTD | -7.7% | +0.8% | -8.5% | -8.7% |
| 1Y | +17.5% | +2.1% | +15.4% | +12.4% |
| 3Y | -25.4% | +26.0% | -51.4% | -55.0% |
| All | -43.9% | +19.3% | -63.2% | -63.2% |
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 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