+153.0%
HYG vs CCL
-27.4%
+180.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -0.2% | -4.4% | +4.2% | +0.3% |
| 30D | -0.1% | -18.2% | +18.1% | +1.8% |
| 3M | +0.7% | -17.7% | +18.4% | +2.4% |
| 6M | +1.5% | -13.0% | +14.5% | +2.3% |
| YTD | +1.9% | -24.5% | +26.4% | +3.9% |
| 1Y | +3.7% | -26.9% | +30.7% | +5.7% |
| 3Y | +26.5% | +50.8% | -24.3% | +17.5% |
| 5Y | +19.0% | -0.9% | +19.9% | +10.8% |
| 10Y | +56.5% | -41.7% | +98.2% | +41.3% |
| All | +153.0% | -27.4% | +180.3% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling