+482.3%
CTAS vs USHY
+50.7%
+431.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -1.8% | -0.1% | -1.7% | -1.6% |
| 30D | -0.2% | +0.1% | -0.3% | -0.4% |
| 3M | +11.7% | +0.8% | +10.9% | +9.9% |
| 6M | +0.7% | +1.7% | -1.0% | -2.6% |
| YTD | +7.4% | +2.5% | +4.9% | +2.4% |
| 1Y | -2.1% | +4.4% | -6.5% | -9.9% |
| 3Y | +62.9% | +27.4% | +35.6% | +3.0% |
| 5Y | +111.9% | +21.7% | +90.1% | +50.5% |
| All | +482.3% | +50.7% | +431.6% | +186.5% |
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 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