+604.8%
CRS vs USHY
+27.0%
+577.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -6.8% | -0.7% | -6.1% | -4.1% |
| 30D | -16.1% | -0.7% | -15.5% | -13.8% |
| 3M | -21.2% | +0.1% | -21.2% | -21.3% |
| 6M | +8.7% | +1.8% | +6.9% | +2.5% |
| YTD | +41.0% | +1.8% | +39.2% | +33.2% |
| 1Y | +82.7% | +3.3% | +79.4% | +63.8% |
| 3Y | +604.8% | +27.0% | +577.8% | +257.0% |
| All | +604.8% | +27.0% | +577.7% | +257.0% |
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 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