+55.2%
HYG vs CLS
+3,169.3%
-3,114.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -0.5% |
| 7D | -0.7% | +10.9% | -11.7% | -1.4% |
| 30D | -0.7% | +2.1% | -2.8% | -1.0% |
| 3M | -0.2% | -10.2% | +10.0% | 0.0% |
| 6M | +1.4% | +30.4% | -28.9% | -1.6% |
| YTD | +1.5% | +17.2% | -15.8% | -1.2% |
| 1Y | +2.9% | +41.0% | -38.1% | -1.9% |
| 3Y | +25.6% | +1,338.0% | -1,312.3% | -7.1% |
| 5Y | +18.6% | +3,860.6% | -3,842.0% | -22.8% |
| All | +55.2% | +3,169.3% | -3,114.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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