+1.6%
HYG vs CCJ
-26.2%
+27.8%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -0.1% | -14.5% | +14.4% | +0.5% |
| 30D | +0.7% | -18.1% | +18.8% | +1.5% |
| 3M | -2.0% | -23.0% | +21.0% | -1.1% |
| 6M | -0.9% | -39.4% | +38.5% | +0.8% |
| YTD | +0.1% | -21.7% | +21.7% | +0.8% |
| 1Y | +1.6% | -25.9% | +27.5% | +2.5% |
| All | +1.6% | -26.2% | +27.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling