+153.0%
HYG vs CBRE
+312.3%
-159.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -0.2% | -1.7% | +1.5% | 0.0% |
| 30D | -0.1% | -3.0% | +2.9% | +0.1% |
| 3M | +0.7% | +2.6% | -1.9% | +0.3% |
| 6M | +1.5% | +2.0% | -0.5% | +1.1% |
| YTD | +1.9% | -13.1% | +15.1% | +2.8% |
| 1Y | +3.7% | -13.8% | +17.5% | +4.6% |
| 3Y | +26.5% | +63.9% | -37.4% | +19.8% |
| 5Y | +19.0% | +42.3% | -23.4% | +13.3% |
| 10Y | +56.5% | +401.2% | -344.7% | +32.7% |
| All | +153.0% | +312.3% | -159.3% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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