+452.8%
COR vs USHY
+50.7%
+402.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | +4.5% | +0.1% | +4.4% | +4.4% |
| 3M | +22.7% | +0.8% | +21.8% | +21.5% |
| 6M | -9.7% | +1.7% | -11.5% | -11.5% |
| YTD | -1.4% | +2.5% | -3.9% | -4.1% |
| 1Y | +13.9% | +4.4% | +9.5% | +8.7% |
| 3Y | +94.0% | +27.4% | +66.6% | +47.6% |
| 5Y | +184.0% | +21.7% | +162.3% | +131.8% |
| All | +452.8% | +50.7% | +402.1% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling