+18.3%
HYG vs CFG
+99.1%
-80.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -0.7% | -4.6% | +3.9% | -0.2% |
| 3M | -0.2% | +6.7% | -6.9% | -1.0% |
| 6M | +1.4% | +22.1% | -20.7% | -0.9% |
| YTD | +1.5% | +23.2% | -21.7% | -1.1% |
| 1Y | +2.9% | +40.3% | -37.4% | -1.2% |
| 3Y | +25.6% | +187.9% | -162.2% | +9.4% |
| All | +18.3% | +99.1% | -80.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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