-17.9%
CLS vs USHY
+1.9%
-19.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -4.5% |
| 7D | +16.3% | -0.4% | +16.7% | +20.0% |
| 30D | -25.7% | +0.6% | -26.3% | -28.9% |
| 3M | -30.9% | -2.0% | -28.9% | -18.2% |
| 6M | -35.5% | -0.5% | -35.0% | -31.4% |
| YTD | -18.7% | +0.6% | -19.3% | -21.3% |
| 1Y | -17.9% | +2.1% | -20.0% | -35.1% |
| All | -17.9% | +1.9% | -19.8% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling