+24.8%
HYG vs CL
+38.6%
-13.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | +0.6% | +9.5% | -8.9% | +0.3% |
| 3M | -1.2% | +6.8% | -8.0% | -1.5% |
| 6M | -0.4% | +14.3% | -14.7% | -0.9% |
| YTD | +0.8% | +27.0% | -26.2% | -0.2% |
| 1Y | +1.7% | +26.3% | -24.6% | +0.6% |
| All | +24.8% | +38.6% | -13.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling