+6.9%
CSGP vs USHY
+50.7%
-43.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -0.1% | -3.9% | -3.8% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | -8.2% | +0.8% | -9.0% | -9.6% |
| 6M | -35.1% | +1.7% | -36.8% | -37.3% |
| YTD | -54.0% | +2.5% | -56.5% | -56.2% |
| 1Y | -65.3% | +4.4% | -69.7% | -68.1% |
| 3Y | -62.6% | +27.4% | -89.9% | -75.8% |
| 5Y | -64.8% | +21.7% | -86.6% | -74.7% |
| All | +6.9% | +50.7% | -43.9% | -45.7% |
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