+26.7%
HYG vs CF
+76.4%
-49.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | 0.0% | -0.9% | +1.0% | 0.0% |
| 30D | -0.1% | +18.1% | -18.1% | -0.1% |
| 3M | +1.0% | +23.4% | -22.4% | +0.9% |
| 6M | +2.3% | +17.1% | -14.8% | +2.1% |
| YTD | +2.1% | +76.2% | -74.1% | +0.5% |
| 1Y | +3.8% | +62.3% | -58.5% | +2.4% |
| 3Y | +26.7% | +71.8% | -45.1% | +23.5% |
| All | +26.7% | +76.4% | -49.7% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling