+55.2%
HYG vs CMS
+118.9%
-63.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | -1.9% | +1.2% | -0.4% |
| 30D | -0.7% | -4.1% | +3.4% | 0.0% |
| 3M | -0.2% | -7.1% | +6.9% | +0.9% |
| 6M | +1.4% | -10.1% | +11.5% | +3.1% |
| YTD | +1.5% | -1.7% | +3.2% | +1.5% |
| 1Y | +2.9% | -3.4% | +6.3% | +3.1% |
| 3Y | +25.6% | +31.6% | -5.9% | +18.3% |
| 5Y | +18.6% | +23.3% | -4.7% | +12.1% |
| All | +55.2% | +118.9% | -63.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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