+216.7%
CTVA vs USHY
+41.9%
+174.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -0.7% | -3.8% | -3.5% |
| 30D | +11.3% | -0.7% | +12.0% | +12.4% |
| 3M | +12.3% | +0.1% | +12.3% | +12.2% |
| 6M | +7.2% | +1.8% | +5.4% | +4.1% |
| YTD | +26.0% | +1.8% | +24.2% | +22.4% |
| 1Y | +16.0% | +3.3% | +12.7% | +10.2% |
| 3Y | +73.9% | +27.0% | +46.9% | +21.5% |
| 5Y | +103.8% | +21.0% | +82.8% | +56.9% |
| All | +216.7% | +41.9% | +174.8% | +83.0% |
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