+1,919.7%
CLS vs USHY
+48.0%
+1,871.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.1% |
| 7D | +16.3% | -0.4% | +16.7% | +17.6% |
| 30D | -25.7% | +0.6% | -26.3% | -26.7% |
| 3M | -30.9% | -2.0% | -28.9% | -26.8% |
| 6M | -35.5% | -0.5% | -35.0% | -33.9% |
| YTD | -18.7% | +0.6% | -19.3% | -18.4% |
| 1Y | -17.9% | +2.1% | -20.0% | -20.5% |
| 3Y | +838.1% | +25.3% | +812.8% | +480.3% |
| 5Y | +1,971.9% | +19.7% | +1,952.2% | +1,375.9% |
| All | +1,919.7% | +48.0% | +1,871.7% | +984.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling