+44.0%
HYG vs CLBK
+65.6%
-21.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -0.7% | -1.4% | +0.6% | -0.6% |
| 30D | -0.6% | +4.5% | -5.1% | -1.1% |
| 3M | +0.4% | +22.8% | -22.4% | -1.8% |
| 6M | +1.2% | +43.4% | -42.2% | -2.7% |
| YTD | +1.5% | +64.1% | -62.6% | -4.0% |
| 1Y | +3.2% | +67.6% | -64.4% | -2.8% |
| 3Y | +25.9% | +53.3% | -27.4% | +18.4% |
| 5Y | +18.6% | +44.8% | -26.2% | +9.7% |
| All | +44.0% | +65.6% | -21.6% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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