+134.0%
CNC vs USHY
+4.6%
+129.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.5% | -0.1% | +3.7% | +3.6% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +6.9% | +0.8% | +6.1% | +6.3% |
| 6M | +49.0% | +1.7% | +47.3% | +47.4% |
| YTD | +62.9% | +2.5% | +60.4% | +59.2% |
| 1Y | +134.0% | +4.4% | +129.6% | +120.1% |
| All | +134.0% | +4.6% | +129.4% | +120.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling