+1,325.8%
CRWD vs HYG
+34.2%
+1,291.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.0% | -0.7% | -2.3% | -1.6% |
| 30D | -6.8% | -0.7% | -6.1% | -5.4% |
| 3M | +19.6% | -0.2% | +19.8% | +20.3% |
| 6M | +87.1% | +1.4% | +85.7% | +82.6% |
| YTD | +76.4% | +1.5% | +75.0% | +72.3% |
| 1Y | +90.8% | +2.9% | +87.9% | +81.6% |
| 3Y | +380.0% | +25.6% | +354.3% | +222.6% |
| 5Y | +215.6% | +18.6% | +197.1% | +135.3% |
| All | +1,325.8% | +34.2% | +1,291.6% | +901.2% |
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