+18.3%
HYG vs CAG
-43.1%
+61.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.7% | -5.7% | +5.0% | -0.4% |
| 30D | -0.7% | -2.4% | +1.7% | -0.6% |
| 3M | -0.2% | +9.8% | -10.0% | -0.7% |
| 6M | +1.4% | -10.8% | +12.3% | +2.0% |
| YTD | +1.5% | -10.8% | +12.3% | +1.9% |
| 1Y | +2.9% | -19.0% | +21.8% | +3.9% |
| 3Y | +25.6% | -39.7% | +65.3% | +28.7% |
| All | +18.3% | -43.1% | +61.4% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling