+7.1%
CRM vs HYG
+4.1%
+3.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +1.3% | -0.2% | +1.4% | +1.4% |
| 30D | +34.3% | +0.1% | +34.2% | +34.2% |
| 3M | +37.7% | +0.7% | +37.0% | +37.3% |
| 6M | +34.9% | +1.5% | +33.5% | +34.3% |
| YTD | -1.6% | +2.2% | -3.8% | -3.1% |
| 1Y | +7.1% | +3.9% | +3.2% | +1.9% |
| All | +7.1% | +4.1% | +3.0% | +1.9% |
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