+18.6%
HYG vs CI
+47.5%
-28.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | -0.6% | +3.1% | -3.7% | -0.7% |
| 3M | +0.4% | -4.5% | +4.9% | +0.6% |
| 6M | +1.2% | +8.3% | -7.0% | +0.8% |
| YTD | +1.5% | +3.8% | -2.3% | +1.2% |
| 1Y | +3.2% | -5.0% | +8.2% | +3.2% |
| 3Y | +25.9% | +5.8% | +20.1% | +24.0% |
| 5Y | +18.6% | +50.6% | -32.0% | +11.8% |
| All | +18.6% | +47.5% | -28.9% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling