+18.3%
HYG vs CDNS
+72.4%
-54.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -0.7% | -10.4% | +9.7% | +0.3% |
| 3M | -0.2% | -24.6% | +24.4% | +2.5% |
| 6M | +1.4% | -1.6% | +3.1% | +0.9% |
| YTD | +1.5% | -7.4% | +8.9% | +1.4% |
| 1Y | +2.9% | -18.4% | +21.3% | +4.2% |
| 3Y | +25.6% | +19.0% | +6.7% | +18.4% |
| All | +18.3% | +72.4% | -54.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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