+951.7%
CRS vs USHY
+50.4%
+901.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.1% |
| 30D | -18.1% | 0.0% | -18.0% | -18.0% |
| 3M | -12.4% | +0.8% | -13.3% | -14.5% |
| 6M | +15.9% | +1.9% | +14.0% | +10.6% |
| YTD | +45.8% | +2.3% | +43.6% | +38.1% |
| 1Y | +87.8% | +4.1% | +83.6% | +68.9% |
| 3Y | +648.7% | +27.8% | +620.9% | +288.7% |
| 5Y | +1,416.6% | +21.5% | +1,395.1% | +852.8% |
| All | +951.7% | +50.4% | +901.2% | +303.7% |
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