+62.7%
HYG vs CFG
+390.8%
-328.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | 0.0% | +2.7% | -2.7% | -0.3% |
| 30D | -0.1% | -3.7% | +3.6% | +0.3% |
| 3M | +1.0% | +9.5% | -8.5% | -0.2% |
| 6M | +2.3% | +22.2% | -19.9% | -0.3% |
| YTD | +2.1% | +22.3% | -20.2% | -0.6% |
| 1Y | +3.8% | +39.4% | -35.7% | -0.6% |
| 3Y | +26.7% | +188.5% | -161.8% | +9.6% |
| 5Y | +19.3% | +101.5% | -82.3% | +6.3% |
| 10Y | +55.3% | +308.6% | -253.4% | +18.3% |
| All | +62.7% | +390.8% | -328.1% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling