+539.9%
CMG vs USHY
+50.4%
+489.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.2% |
| 7D | -6.5% | -0.1% | -6.3% | -6.2% |
| 30D | +12.1% | 0.0% | +12.2% | +12.2% |
| 3M | +20.6% | +0.8% | +19.7% | +18.8% |
| 6M | +2.1% | +1.9% | +0.2% | -1.1% |
| YTD | -2.6% | +2.3% | -4.9% | -6.1% |
| 1Y | -8.7% | +4.1% | -12.8% | -14.6% |
| 3Y | -7.4% | +27.8% | -35.2% | -38.2% |
| 5Y | -5.7% | +21.5% | -27.2% | -30.3% |
| All | +539.9% | +50.4% | +489.5% | +263.4% |
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 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