+178.7%
CP vs USHY
+50.4%
+128.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.8% |
| 7D | +0.6% | -0.1% | +0.7% | +0.8% |
| 30D | -0.5% | 0.0% | -0.4% | -0.4% |
| 3M | +0.1% | +0.8% | -0.8% | -1.3% |
| 6M | +7.8% | +1.9% | +5.9% | +4.6% |
| YTD | +22.9% | +2.3% | +20.6% | +18.5% |
| 1Y | +21.3% | +4.1% | +17.2% | +13.6% |
| 3Y | +20.4% | +27.8% | -7.4% | -18.5% |
| 5Y | +34.9% | +21.5% | +13.4% | +1.0% |
| All | +178.7% | +50.4% | +128.3% | +55.0% |
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