+151.9%
CRM vs USHY
+49.7%
+102.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -0.7% | -3.8% | -3.1% |
| 30D | +28.1% | -0.7% | +28.8% | +29.9% |
| 3M | +48.8% | +0.1% | +48.8% | +48.7% |
| 6M | +28.3% | +1.8% | +26.5% | +23.5% |
| YTD | -6.0% | +1.8% | -7.8% | -9.6% |
| 1Y | +1.4% | +3.3% | -1.9% | -5.3% |
| 3Y | +11.8% | +27.0% | -15.1% | -30.6% |
| 5Y | -2.0% | +21.0% | -23.0% | -31.4% |
| All | +151.9% | +49.7% | +102.2% | +20.7% |
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 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