+5.6%
CSGP vs USHY
+46.9%
-41.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | -0.3% | +1.5% | +1.7% |
| 30D | +10.7% | 0.0% | +10.7% | +10.5% |
| 3M | +3.3% | -2.4% | +5.7% | +8.1% |
| 6M | -10.3% | -1.6% | -8.7% | -7.7% |
| YTD | -54.6% | -0.2% | -54.4% | -54.6% |
| 1Y | -54.6% | +1.2% | -55.9% | -55.8% |
| 3Y | -60.3% | +24.1% | -84.5% | -73.2% |
| 5Y | -63.3% | +18.1% | -81.4% | -72.1% |
| All | +5.6% | +46.9% | -41.3% | -43.7% |
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