+25.6%
HYG vs CCJ
+162.5%
-136.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -0.7% | -4.0% | +3.3% | -0.6% |
| 30D | -0.7% | -2.4% | +1.6% | -0.7% |
| 3M | -0.2% | -2.3% | +2.1% | -0.2% |
| 6M | +1.4% | -16.2% | +17.6% | +1.8% |
| YTD | +1.5% | +5.7% | -4.2% | +1.0% |
| 1Y | +2.9% | +21.3% | -18.4% | +1.7% |
| 3Y | +25.6% | +159.4% | -133.7% | +19.5% |
| All | +25.6% | +162.5% | -136.9% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling