+26.3%
HYG vs CL
+29.0%
-2.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | -0.1% |
| 30D | -0.1% | -5.5% | +5.4% | +0.1% |
| 3M | +0.7% | +0.8% | -0.1% | +0.6% |
| 6M | +1.5% | -4.2% | +5.7% | +1.6% |
| YTD | +1.9% | +13.4% | -11.5% | +1.3% |
| 1Y | +3.7% | +7.1% | -3.3% | +3.4% |
| All | +26.3% | +29.0% | -2.8% | +25.4% |
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