+148.8%
HYG vs CL
+381.8%
-233.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | -0.4% | +3.2% | -3.6% | -1.0% |
| 30D | +0.7% | +8.0% | -7.3% | -0.9% |
| 3M | -2.1% | +7.9% | -10.0% | -3.7% |
| 6M | -0.8% | +14.7% | -15.5% | -3.8% |
| YTD | +0.3% | +29.2% | -28.9% | -5.4% |
| 1Y | +1.8% | +29.5% | -27.8% | -4.1% |
| 3Y | +24.1% | +40.7% | -16.5% | +13.6% |
| 5Y | +17.7% | +43.9% | -26.1% | +6.4% |
| 10Y | +56.8% | +87.2% | -30.5% | +29.8% |
| All | +148.8% | +381.8% | -233.0% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling