+425.9%
CORZ vs USHY
+20.5%
+405.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -2.2% |
| 7D | +7.6% | -0.1% | +7.8% | +8.6% |
| 30D | -6.9% | 0.0% | -6.9% | -6.5% |
| 3M | -33.0% | +0.8% | -33.9% | -35.9% |
| 6M | +19.3% | +1.9% | +17.4% | +8.1% |
| YTD | +24.2% | +2.3% | +22.0% | +11.4% |
| 1Y | +24.5% | +4.1% | +20.4% | +0.2% |
| All | +425.9% | +20.5% | +405.4% | +158.0% |
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