+18.3%
HYG vs CCL
+0.4%
+17.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | -0.7% | -17.8% | +17.1% | +0.6% |
| 3M | -0.2% | -18.7% | +18.5% | +1.2% |
| 6M | +1.4% | -11.4% | +12.8% | +1.9% |
| YTD | +1.5% | -24.3% | +25.8% | +2.9% |
| 1Y | +2.9% | -28.8% | +31.7% | +4.6% |
| 3Y | +25.6% | +49.3% | -23.7% | +18.7% |
| All | +18.3% | +0.4% | +17.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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