+21.8%
CP vs USHY
+27.8%
-6.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +1.4% | +1.2% | +0.3% | -1.0% |
| 6M | +10.3% | +2.6% | +7.7% | +4.6% |
| YTD | +24.3% | +2.4% | +21.8% | +18.3% |
| 1Y | +20.4% | +4.2% | +16.2% | +10.5% |
| 3Y | +21.8% | +28.0% | -6.2% | -19.7% |
| All | +21.8% | +27.8% | -6.1% | -19.7% |
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