+542.9%
CMG vs USHY
+49.7%
+493.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -2.1% | -0.7% | -1.4% | -0.9% |
| 30D | +10.9% | -0.7% | +11.6% | +12.2% |
| 3M | +15.8% | +0.1% | +15.8% | +15.7% |
| 6M | +6.9% | +1.8% | +5.2% | +3.8% |
| YTD | -2.2% | +1.8% | -3.9% | -4.9% |
| 1Y | -7.1% | +3.3% | -10.4% | -11.9% |
| 3Y | -7.1% | +27.0% | -34.1% | -37.3% |
| 5Y | -4.8% | +21.0% | -25.8% | -29.2% |
| All | +542.9% | +49.7% | +493.2% | +268.0% |
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