+19.0%
HYG vs CL
+27.0%
-8.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | -0.1% | -5.5% | +5.4% | +0.4% |
| 3M | +0.7% | +0.8% | -0.1% | +0.5% |
| 6M | +1.5% | -4.2% | +5.7% | +1.8% |
| YTD | +1.9% | +13.4% | -11.5% | +0.5% |
| 1Y | +3.7% | +7.1% | -3.3% | +2.8% |
| 3Y | +26.5% | +29.0% | -2.5% | +20.9% |
| 5Y | +19.0% | +28.3% | -9.3% | +13.5% |
| All | +19.0% | +27.0% | -8.1% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling