+18.6%
HYG vs CDW
-23.8%
+42.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | -7.4% | +6.6% | 0.0% |
| 30D | -0.6% | +5.8% | -6.4% | -1.2% |
| 3M | +0.4% | +10.8% | -10.4% | -1.0% |
| 6M | +1.2% | +21.5% | -20.2% | -2.0% |
| YTD | +1.5% | +6.4% | -4.9% | -0.1% |
| 1Y | +3.2% | -14.8% | +18.0% | +4.6% |
| 3Y | +25.9% | -29.9% | +55.8% | +29.4% |
| 5Y | +18.6% | -22.9% | +41.4% | +15.8% |
| All | +18.6% | -23.8% | +42.4% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling