+153.5%
HYG vs CI
+539.1%
-385.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | +0.1% | +4.4% | -4.4% | -0.5% |
| 3M | +0.7% | +0.7% | 0.0% | +0.4% |
| 6M | +1.5% | +0.3% | +1.1% | +1.1% |
| YTD | +2.2% | +3.8% | -1.6% | +1.3% |
| 1Y | +3.9% | -5.5% | +9.4% | +3.9% |
| 3Y | +26.0% | +8.1% | +17.9% | +22.3% |
| 5Y | +19.2% | +42.8% | -23.6% | +10.4% |
| 10Y | +54.8% | +143.9% | -89.1% | +28.9% |
| All | +153.5% | +539.1% | -385.6% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling