+485.3%
CTAS vs USHY
+49.7%
+435.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.5% | -0.7% | +1.2% | +1.8% |
| 30D | -0.7% | -0.7% | -0.1% | +0.6% |
| 3M | +11.1% | +0.1% | +11.0% | +10.9% |
| 6M | +2.1% | +1.8% | +0.4% | -1.3% |
| YTD | +8.0% | +1.8% | +6.2% | +4.3% |
| 1Y | -0.5% | +3.3% | -3.8% | -6.5% |
| 3Y | +66.2% | +27.0% | +39.2% | +5.7% |
| 5Y | +109.2% | +21.0% | +88.2% | +50.2% |
| All | +485.3% | +49.7% | +435.6% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling