+20.6%
HYG vs CEG
+703.5%
-682.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -0.2% | +1.3% | -1.5% | -0.2% |
| 30D | -0.1% | +8.8% | -8.9% | -0.5% |
| 3M | +0.7% | +17.0% | -16.3% | -0.2% |
| 6M | +1.5% | -8.7% | +10.2% | +1.7% |
| YTD | +1.9% | -16.4% | +18.4% | +2.5% |
| 1Y | +3.7% | -1.8% | +5.5% | +3.2% |
| 3Y | +26.5% | +175.8% | -149.3% | +12.4% |
| All | +20.6% | +703.5% | -682.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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