+4.9%
CSGP vs USHY
+47.7%
-42.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.2% |
| 7D | -3.2% | +0.3% | -3.5% | -3.7% |
| 30D | +2.2% | -0.1% | +2.4% | +2.4% |
| 3M | -3.7% | -1.9% | -1.8% | -0.2% |
| 6M | -7.4% | -1.0% | -6.4% | -5.8% |
| YTD | -54.9% | +0.4% | -55.3% | -55.3% |
| 1Y | -54.9% | +1.4% | -56.3% | -56.2% |
| 3Y | -61.9% | +24.9% | -86.8% | -74.6% |
| 5Y | -63.1% | +19.3% | -82.4% | -72.5% |
| All | +4.9% | +47.7% | -42.8% | -44.7% |
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 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