+437.1%
COR vs USHY
+49.7%
+387.4%
-32.4%
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% | +0.2% |
| 7D | -2.8% | -0.7% | -2.2% | -2.1% |
| 30D | +2.6% | -0.7% | +3.2% | +3.3% |
| 3M | +14.5% | +0.1% | +14.4% | +14.3% |
| 6M | -7.8% | +1.8% | -9.6% | -9.7% |
| YTD | -4.2% | +1.8% | -6.0% | -6.1% |
| 1Y | +7.0% | +3.3% | +3.7% | +3.2% |
| 3Y | +85.5% | +27.0% | +58.6% | +41.5% |
| 5Y | +181.2% | +21.0% | +160.2% | +130.8% |
| All | +437.1% | +49.7% | +387.4% | +218.4% |
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 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