+17.3%
HYG vs CF
+116.3%
-99.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.5% |
| 7D | +0.3% | +4.8% | -4.5% | +0.2% |
| 30D | -0.1% | +9.7% | -9.8% | -0.3% |
| 3M | -1.9% | +1.2% | -3.2% | -2.0% |
| 6M | -1.3% | +7.4% | -8.7% | -1.6% |
| YTD | +0.1% | +60.5% | -60.5% | -2.0% |
| 1Y | +1.0% | +50.7% | -49.7% | -0.8% |
| 3Y | +23.8% | +64.8% | -41.0% | +20.5% |
| 5Y | +17.3% | +115.8% | -98.5% | +12.0% |
| All | +17.3% | +116.3% | -99.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling