+151.7%
HYG vs CDE
-51.2%
+202.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.6% |
| 30D | -0.7% | +9.5% | -10.2% | -1.2% |
| 3M | -0.2% | +25.5% | -25.7% | -1.5% |
| 6M | +1.4% | -7.9% | +9.3% | +1.2% |
| YTD | +1.5% | +15.6% | -14.1% | -0.1% |
| 1Y | +2.9% | +34.0% | -31.2% | +0.2% |
| 3Y | +25.6% | +791.9% | -766.3% | +9.5% |
| 5Y | +18.6% | +197.7% | -179.2% | +6.7% |
| 10Y | +55.7% | +55.0% | +0.7% | +36.8% |
| All | +151.7% | -51.2% | +202.9% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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