-13.1%
CRCL vs HYG
+4.1%
-17.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -0.6% |
| 7D | +17.1% | -0.2% | +17.3% | +19.5% |
| 30D | +61.3% | +0.1% | +61.2% | +61.3% |
| 3M | +12.7% | +0.7% | +12.1% | +8.9% |
| 6M | -3.1% | +1.5% | -4.5% | -9.2% |
| YTD | +28.7% | +2.2% | +26.5% | +11.5% |
| 1Y | -13.1% | +3.9% | -17.0% | -36.7% |
| All | -13.1% | +4.1% | -17.3% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling