-19.7%
CRCL vs HYG
+1.3%
-21.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.5% |
| 7D | -11.2% | -0.7% | -10.5% | -6.7% |
| 30D | +27.1% | -0.7% | +27.8% | +34.6% |
| 3M | +9.6% | -0.2% | +9.8% | +13.1% |
| 6M | -19.7% | +1.4% | -21.1% | -22.6% |
| All | -19.7% | +1.3% | -21.0% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling