+205.5%
COR vs USHY
+19.5%
+186.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +7.6% | -0.4% | +8.1% | +7.8% |
| 30D | +6.8% | +0.6% | +6.2% | +6.5% |
| 3M | +16.0% | -2.0% | +18.0% | +17.1% |
| 6M | +41.0% | -0.5% | +41.6% | +41.3% |
| YTD | +6.9% | +0.6% | +6.3% | +6.5% |
| 1Y | -1.0% | +2.1% | -3.1% | -2.1% |
| 3Y | +84.6% | +25.3% | +59.3% | +63.6% |
| All | +205.5% | +19.5% | +186.0% | +183.3% |
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 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