+91.4%
CMS vs USHY
+47.9%
+43.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.4% |
| 7D | -1.1% | -0.2% | -0.9% | -0.9% |
| 30D | +6.6% | -0.1% | +6.7% | +6.6% |
| 3M | +0.8% | -1.7% | +2.5% | +2.7% |
| 6M | -3.3% | -0.6% | -2.7% | -2.7% |
| YTD | +2.7% | +0.5% | +2.2% | +2.0% |
| 1Y | -4.0% | +1.4% | -5.4% | -5.6% |
| 3Y | +37.6% | +25.1% | +12.5% | +6.5% |
| 5Y | +35.4% | +19.7% | +15.8% | +11.3% |
| All | +91.4% | +47.9% | +43.5% | +18.8% |
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 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