+55.2%
HYG vs CDW
+300.6%
-245.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.9% | -1.0% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | -0.7% | +13.1% | -13.8% | -2.5% |
| 3M | -0.2% | +19.7% | -19.9% | -3.0% |
| 6M | +1.4% | +30.7% | -29.3% | -3.4% |
| YTD | +1.5% | +14.7% | -13.2% | -1.7% |
| 1Y | +2.9% | -5.3% | +8.2% | +2.5% |
| 3Y | +25.6% | -23.8% | +49.5% | +27.8% |
| 5Y | +18.6% | -16.8% | +35.4% | +17.1% |
| All | +55.2% | +300.6% | -245.4% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling