-54.8%
CSGP vs USHY
+1.9%
-56.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +1.3% | -0.4% | +1.8% | +1.8% |
| 30D | +2.8% | +0.6% | +2.2% | +2.2% |
| 3M | -6.3% | -2.0% | -4.3% | -4.3% |
| 6M | -3.2% | -0.5% | -2.6% | -2.2% |
| YTD | -54.0% | +0.6% | -54.6% | -54.1% |
| 1Y | -54.8% | +2.1% | -57.0% | -57.1% |
| All | -54.8% | +1.9% | -56.7% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling