+153.5%
HYG vs CF
+2,293.1%
-2,139.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.2% |
| 7D | -0.2% | +6.0% | -6.2% | -0.7% |
| 30D | +0.1% | +14.8% | -14.8% | -1.1% |
| 3M | +0.7% | +14.1% | -13.4% | -0.5% |
| 6M | +1.5% | +28.5% | -27.1% | -1.2% |
| YTD | +2.2% | +74.9% | -72.8% | -3.1% |
| 1Y | +3.9% | +61.7% | -57.8% | -0.9% |
| 3Y | +26.0% | +80.3% | -54.3% | +18.1% |
| 5Y | +19.2% | +226.0% | -206.8% | +4.1% |
| 10Y | +54.8% | +569.9% | -515.0% | +22.6% |
| All | +153.5% | +2,293.1% | -2,139.5% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling