-60.3%
CSGP vs USHY
+23.7%
-84.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | -0.3% | +1.5% | +1.8% |
| 30D | +10.7% | 0.0% | +10.7% | +10.3% |
| 3M | +3.3% | -2.4% | +5.7% | +9.8% |
| 6M | -10.3% | -1.6% | -8.7% | -6.8% |
| YTD | -54.6% | -0.2% | -54.4% | -54.7% |
| 1Y | -54.6% | +1.2% | -55.9% | -56.6% |
| 3Y | -60.3% | +24.1% | -84.5% | -77.5% |
| All | -60.3% | +23.7% | -84.0% | -77.5% |
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