+153.4%
HYG vs CLF
-55.4%
+208.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | 0.0% | +6.5% | -6.5% | -0.4% |
| 30D | -0.1% | +0.2% | -0.3% | -0.1% |
| 3M | +1.0% | -3.1% | +4.0% | +0.8% |
| 6M | +2.3% | +25.0% | -22.7% | +0.4% |
| YTD | +2.1% | -7.5% | +9.6% | +1.7% |
| 1Y | +3.8% | +11.5% | -7.7% | +1.6% |
| 3Y | +26.7% | -13.7% | +40.4% | +23.5% |
| 5Y | +19.3% | -47.0% | +66.3% | +17.8% |
| 10Y | +55.3% | +116.3% | -61.0% | +31.8% |
| All | +153.4% | -55.4% | +208.8% | +106.4% |
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