+105.1%
CTVA vs USHY
+20.9%
+84.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -0.7% | -3.8% | -3.8% |
| 30D | +11.3% | -0.7% | +12.0% | +12.1% |
| 3M | +12.3% | +0.1% | +12.3% | +12.2% |
| 6M | +7.2% | +1.8% | +5.4% | +5.0% |
| YTD | +26.0% | +1.8% | +24.2% | +23.5% |
| 1Y | +16.0% | +3.3% | +12.7% | +11.9% |
| 3Y | +73.9% | +27.0% | +46.9% | +37.8% |
| All | +105.1% | +20.9% | +84.2% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling