+190.9%
CP vs USHY
+47.7%
+143.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | +2.8% | +0.3% | +2.5% | +2.3% |
| 30D | +11.0% | -0.1% | +11.2% | +11.3% |
| 3M | +3.8% | -1.9% | +5.7% | +7.1% |
| 6M | +9.5% | -1.0% | +10.5% | +11.3% |
| YTD | +28.2% | +0.4% | +27.8% | +27.5% |
| 1Y | +33.0% | +1.4% | +31.5% | +30.0% |
| 3Y | +35.5% | +24.9% | +10.6% | -4.7% |
| 5Y | +25.8% | +19.3% | +6.5% | -2.9% |
| All | +190.9% | +47.7% | +143.2% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling