+153.0%
HYG vs CCJ
+174.4%
-21.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | 0.0% |
| 7D | -0.2% | +4.2% | -4.3% | -0.5% |
| 30D | -0.1% | +3.2% | -3.3% | -0.4% |
| 3M | +0.7% | -1.8% | +2.5% | +0.6% |
| 6M | +1.5% | -13.5% | +15.1% | +2.3% |
| YTD | +1.9% | +9.7% | -7.8% | +0.2% |
| 1Y | +3.7% | +30.0% | -26.3% | -0.2% |
| 3Y | +26.5% | +172.6% | -146.1% | +11.0% |
| 5Y | +19.0% | +342.9% | -324.0% | -3.0% |
| 10Y | +56.5% | +1,099.7% | -1,043.2% | +7.6% |
| All | +153.0% | +174.4% | -21.4% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling