+17.9%
HYG vs CLF
-42.8%
+60.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.1% |
| 7D | -0.4% | +10.4% | -10.8% | -0.8% |
| 30D | +0.7% | +0.6% | +0.1% | +0.5% |
| 3M | -2.1% | +4.1% | -6.2% | -2.6% |
| 6M | -0.8% | +15.1% | -15.9% | -2.0% |
| YTD | +0.3% | -4.7% | +5.0% | -0.4% |
| 1Y | +1.8% | +20.4% | -18.6% | -0.2% |
| 3Y | +24.1% | -23.4% | +47.5% | +22.7% |
| All | +17.9% | -42.8% | +60.7% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling