+18.3%
HYG vs CMG
-4.8%
+23.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -2.1% | +1.3% | -0.5% |
| 30D | -0.7% | +10.9% | -11.6% | -1.6% |
| 3M | -0.2% | +15.8% | -16.0% | -1.8% |
| 6M | +1.4% | +6.9% | -5.5% | +0.4% |
| YTD | +1.5% | -2.2% | +3.6% | +1.2% |
| 1Y | +2.9% | -7.1% | +10.0% | +2.8% |
| 3Y | +25.6% | -7.1% | +32.8% | +22.2% |
| All | +18.3% | -4.8% | +23.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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