+85.9%
CMS vs USHY
+50.4%
+35.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | -1.3% | 0.0% | -1.2% | -1.2% |
| 3M | -5.4% | +0.8% | -6.2% | -6.3% |
| 6M | -10.3% | +1.9% | -12.3% | -12.3% |
| YTD | -0.2% | +2.3% | -2.5% | -2.8% |
| 1Y | -0.9% | +4.1% | -5.0% | -5.3% |
| 3Y | +34.0% | +27.8% | +6.2% | +1.3% |
| 5Y | +23.6% | +21.5% | +2.1% | -0.1% |
| All | +85.9% | +50.4% | +35.5% | +13.3% |
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