+57.6%
HYG vs CF
+485.9%
-428.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -0.2% | +10.4% | -10.6% | -0.9% |
| 30D | +0.6% | +7.6% | -7.0% | +0.1% |
| 3M | -1.2% | +5.2% | -6.4% | -1.7% |
| 6M | -0.4% | -0.1% | -0.3% | -0.6% |
| YTD | +0.8% | +61.7% | -60.9% | -3.5% |
| 1Y | +1.7% | +50.3% | -48.6% | -2.1% |
| 3Y | +24.7% | +66.0% | -41.3% | +18.1% |
| 5Y | +18.4% | +114.5% | -96.1% | +7.4% |
| 10Y | +57.6% | +471.5% | -413.9% | +28.1% |
| All | +57.6% | +485.9% | -428.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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