+151.8%
HYG vs CDNS
+1,190.5%
-1,038.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.7% | -6.5% | +5.8% | 0.0% |
| 30D | -0.6% | -13.0% | +12.4% | +0.9% |
| 3M | +0.4% | -26.0% | +26.4% | +3.7% |
| 6M | +1.2% | -2.8% | +4.1% | +1.0% |
| YTD | +1.5% | -8.8% | +10.3% | +1.7% |
| 1Y | +3.2% | -15.8% | +19.0% | +4.2% |
| 3Y | +25.9% | +19.7% | +6.2% | +19.9% |
| 5Y | +18.6% | +70.8% | -52.2% | +6.7% |
| 10Y | +55.8% | +1,038.0% | -982.2% | +10.0% |
| All | +151.8% | +1,190.5% | -1,038.7% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling