+2,199.3%
CRM vs HYG
+151.7%
+2,047.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | -0.7% | -3.7% | -3.4% |
| 30D | +28.1% | -0.7% | +28.9% | +29.5% |
| 3M | +48.8% | -0.2% | +49.0% | +49.3% |
| 6M | +28.3% | +1.4% | +26.8% | +25.5% |
| YTD | -6.0% | +1.5% | -7.5% | -8.1% |
| 1Y | +1.4% | +2.9% | -1.5% | -2.8% |
| 3Y | +11.8% | +25.6% | -13.8% | -19.0% |
| 5Y | -2.0% | +18.6% | -20.6% | -21.0% |
| 10Y | +239.6% | +55.7% | +183.9% | +99.3% |
| All | +2,199.3% | +151.7% | +2,047.6% | +710.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling