+444.5%
CORZ vs USHY
+20.7%
+423.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.9% |
| 7D | +16.6% | 0.0% | +16.5% | +16.4% |
| 30D | -10.9% | 0.0% | -10.8% | -10.6% |
| 3M | -31.0% | +1.2% | -32.2% | -35.2% |
| 6M | +26.0% | +2.6% | +23.4% | +9.6% |
| YTD | +28.6% | +2.4% | +26.2% | +14.0% |
| 1Y | +34.5% | +4.2% | +30.2% | +7.6% |
| All | +444.5% | +20.7% | +423.8% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling