+55.2%
HYG vs CAG
-36.2%
+91.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.7% | -5.7% | +5.0% | -0.3% |
| 30D | -0.7% | -2.4% | +1.7% | -0.6% |
| 3M | -0.2% | +9.8% | -10.0% | -0.9% |
| 6M | +1.4% | -10.8% | +12.3% | +2.1% |
| YTD | +1.5% | -10.8% | +12.3% | +2.0% |
| 1Y | +2.9% | -19.0% | +21.8% | +4.1% |
| 3Y | +25.6% | -39.7% | +65.3% | +29.3% |
| 5Y | +18.6% | -43.0% | +61.5% | +22.2% |
| All | +55.2% | -36.2% | +91.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling