+153.5%
HYG vs CLF
-54.6%
+208.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -0.2% | +7.6% | -7.8% | -0.6% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | +0.7% | -13.4% | +14.0% | +1.2% |
| 6M | +1.5% | +15.4% | -14.0% | 0.0% |
| YTD | +2.2% | -5.9% | +8.0% | +1.6% |
| 1Y | +3.9% | +18.8% | -14.9% | +1.3% |
| 3Y | +26.0% | -19.4% | +45.4% | +23.4% |
| 5Y | +19.2% | -47.7% | +66.9% | +17.8% |
| 10Y | +54.8% | +130.4% | -75.6% | +30.9% |
| All | +153.5% | -54.6% | +208.1% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling