+148.8%
HYG vs CMS
+625.3%
-476.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.4% |
| 7D | -0.4% | +1.7% | -2.1% | -0.7% |
| 30D | +0.7% | +6.2% | -5.5% | -0.6% |
| 3M | -2.1% | +0.6% | -2.7% | -2.3% |
| 6M | -0.8% | -1.8% | +0.9% | -0.7% |
| YTD | +0.3% | +3.8% | -3.6% | -0.9% |
| 1Y | +1.8% | -1.8% | +3.5% | +1.8% |
| 3Y | +24.1% | +39.8% | -15.7% | +14.0% |
| 5Y | +17.7% | +37.1% | -19.4% | +7.5% |
| 10Y | +56.8% | +138.6% | -81.8% | +22.3% |
| All | +148.8% | +625.3% | -476.5% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling