+55.2%
HYG vs CMI
+516.5%
-461.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -0.7% | -12.4% | +11.7% | +1.1% |
| 3M | -0.2% | -14.8% | +14.6% | +1.8% |
| 6M | +1.4% | +0.8% | +0.6% | +0.5% |
| YTD | +1.5% | +10.2% | -8.7% | -1.1% |
| 1Y | +2.9% | +37.4% | -34.5% | -3.4% |
| 3Y | +25.6% | +153.3% | -127.6% | +5.1% |
| 5Y | +18.6% | +167.6% | -149.0% | -2.8% |
| All | +55.2% | +516.5% | -461.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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