+55.2%
HYG vs CP
+232.0%
-176.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | -0.7% | -3.7% | +3.0% | -0.1% |
| 3M | -0.2% | +0.1% | -0.3% | -0.3% |
| 6M | +1.4% | +7.8% | -6.4% | -0.1% |
| YTD | +1.5% | +21.7% | -20.3% | -2.3% |
| 1Y | +2.9% | +18.6% | -15.7% | -0.5% |
| 3Y | +25.6% | +17.5% | +8.1% | +20.5% |
| 5Y | +18.6% | +35.4% | -16.8% | +9.5% |
| All | +55.2% | +232.0% | -176.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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