+55.2%
HYG vs CI
+144.2%
-88.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -0.7% | +1.8% | -2.5% | -0.9% |
| 3M | -0.2% | -4.2% | +4.0% | +0.1% |
| 6M | +1.4% | +8.8% | -7.4% | +0.4% |
| YTD | +1.5% | +3.7% | -2.3% | +0.8% |
| 1Y | +2.9% | -6.1% | +9.0% | +3.0% |
| 3Y | +25.6% | +4.5% | +21.2% | +22.9% |
| 5Y | +18.6% | +50.5% | -32.0% | +9.4% |
| All | +55.2% | +144.2% | -88.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling