+219.9%
CTVA vs USHY
+42.6%
+177.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.0% |
| 7D | -5.8% | -0.1% | -5.7% | -5.6% |
| 30D | +11.1% | 0.0% | +11.1% | +11.1% |
| 3M | +13.2% | +0.8% | +12.4% | +11.7% |
| 6M | +8.7% | +1.9% | +6.8% | +5.4% |
| YTD | +27.3% | +2.3% | +25.0% | +22.8% |
| 1Y | +18.0% | +4.1% | +13.8% | +10.6% |
| 3Y | +76.5% | +27.8% | +48.7% | +22.1% |
| 5Y | +105.1% | +21.5% | +83.6% | +57.1% |
| All | +219.9% | +42.6% | +177.3% | +83.5% |
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