+179.3%
COR vs USHY
+20.9%
+158.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -0.7% | -2.2% | -2.5% |
| 30D | +2.6% | -0.7% | +3.2% | +2.9% |
| 3M | +14.5% | +0.1% | +14.4% | +14.4% |
| 6M | -7.8% | +1.8% | -9.6% | -8.7% |
| YTD | -4.2% | +1.8% | -6.0% | -5.1% |
| 1Y | +7.0% | +3.3% | +3.7% | +5.3% |
| 3Y | +85.5% | +27.0% | +58.6% | +63.1% |
| All | +179.3% | +20.9% | +158.4% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling