+916.7%
CRS vs USHY
+49.7%
+866.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -6.8% | -0.7% | -6.1% | -4.8% |
| 30D | -16.1% | -0.7% | -15.5% | -14.4% |
| 3M | -21.2% | +0.1% | -21.2% | -21.2% |
| 6M | +8.7% | +1.8% | +6.9% | +4.2% |
| YTD | +41.0% | +1.8% | +39.2% | +35.3% |
| 1Y | +82.7% | +3.3% | +79.4% | +68.4% |
| 3Y | +604.8% | +27.0% | +577.8% | +272.8% |
| 5Y | +1,384.7% | +21.0% | +1,363.7% | +843.6% |
| All | +916.7% | +49.7% | +866.9% | +295.8% |
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