-41.3%
CORZ vs USHY
+1.9%
-43.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.7% | -11.1% | -15.0% |
| 7D | -14.9% | -0.2% | -14.7% | -13.6% |
| 30D | -23.1% | +0.7% | -23.8% | -26.2% |
| 3M | -44.1% | -2.2% | -41.9% | -33.7% |
| 6M | -39.5% | -0.9% | -38.7% | -34.0% |
| YTD | -12.4% | +0.2% | -12.5% | -8.7% |
| 1Y | -41.3% | +1.7% | -43.0% | -44.9% |
| All | -41.3% | +1.9% | -43.2% | -44.9% |
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