+2,524.8%
CLS vs USHY
+50.7%
+2,474.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.9% |
| 7D | +4.6% | -0.1% | +4.7% | +5.0% |
| 30D | -13.9% | +0.1% | -14.0% | -13.9% |
| 3M | -26.6% | +0.8% | -27.4% | -27.7% |
| 6M | +15.4% | +1.7% | +13.7% | +12.1% |
| YTD | +5.7% | +2.5% | +3.2% | +0.8% |
| 1Y | +41.1% | +4.4% | +36.7% | +29.1% |
| 3Y | +1,228.6% | +27.4% | +1,201.2% | +686.4% |
| 5Y | +3,240.6% | +21.7% | +3,218.9% | +2,175.5% |
| All | +2,524.8% | +50.7% | +2,474.0% | +1,239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling