-11.3%
CTSH vs USHY
+27.8%
-39.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | +4.5% | 0.0% | +4.5% | +4.6% |
| 3M | +13.7% | +1.2% | +12.6% | +11.0% |
| 6M | -8.4% | +2.6% | -11.0% | -13.3% |
| YTD | -26.5% | +2.4% | -28.9% | -30.1% |
| 1Y | -13.9% | +4.2% | -18.2% | -21.3% |
| 3Y | -11.3% | +28.0% | -39.4% | -41.9% |
| All | -11.3% | +27.8% | -39.2% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling