+55.2%
HYG vs CLF
+133.3%
-78.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.1% |
| 7D | -0.7% | -3.5% | +2.8% | -0.5% |
| 30D | -0.7% | -1.6% | +0.8% | -0.7% |
| 3M | -0.2% | -12.0% | +11.8% | +0.2% |
| 6M | +1.4% | +30.0% | -28.5% | -0.5% |
| YTD | +1.5% | -9.2% | +10.6% | +1.1% |
| 1Y | +2.9% | +2.3% | +0.6% | +1.4% |
| 3Y | +25.6% | -14.4% | +40.1% | +22.8% |
| 5Y | +18.6% | -48.3% | +66.9% | +17.5% |
| All | +55.2% | +133.3% | -78.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling