+1,284.2%
CLS vs USHY
+27.6%
+1,256.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +2.1% |
| 7D | +20.1% | -0.1% | +20.2% | +21.0% |
| 30D | +6.0% | 0.0% | +6.1% | +6.6% |
| 3M | -10.3% | +0.8% | -11.1% | -13.4% |
| 6M | +24.5% | +1.9% | +22.6% | +15.8% |
| YTD | +12.9% | +2.3% | +10.6% | +3.8% |
| 1Y | +36.7% | +4.1% | +32.5% | +16.4% |
| All | +1,284.2% | +27.6% | +1,256.6% | +559.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling