+2,632.9%
CLS vs USHY
+49.7%
+2,583.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.2% |
| 7D | +5.0% | -0.7% | +5.7% | +7.1% |
| 30D | +4.8% | -0.5% | +5.3% | +6.5% |
| 3M | -10.4% | +0.5% | -10.9% | -11.2% |
| 6M | +20.8% | +1.5% | +19.3% | +17.9% |
| YTD | +10.0% | +1.7% | +8.3% | +7.0% |
| 1Y | +28.5% | +3.5% | +25.0% | +20.1% |
| 3Y | +1,292.2% | +27.2% | +1,265.1% | +729.7% |
| 5Y | +3,616.8% | +21.0% | +3,595.8% | +2,474.3% |
| All | +2,632.9% | +49.7% | +2,583.3% | +1,321.4% |
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