-62.9%
CSGP vs USHY
+20.1%
-83.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.5% |
| 7D | -7.1% | -0.2% | -6.9% | -6.6% |
| 30D | +3.6% | +0.5% | +3.1% | +2.6% |
| 3M | -2.7% | -1.2% | -1.6% | -0.4% |
| 6M | -8.0% | -0.1% | -8.0% | -8.0% |
| YTD | -55.0% | +1.1% | -56.1% | -56.0% |
| 1Y | -55.8% | +2.0% | -57.8% | -57.6% |
| 3Y | -62.0% | +25.8% | -87.8% | -75.2% |
| 5Y | -62.9% | +20.4% | -83.3% | -68.2% |
| All | -62.9% | +20.1% | -83.0% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling