+25.7%
HYG vs CP
+18.1%
+7.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.7% | -2.7% | +1.9% | -0.5% |
| 30D | -0.6% | -3.4% | +2.8% | -0.3% |
| 3M | +0.4% | -0.6% | +1.1% | +0.4% |
| 6M | +1.2% | +6.3% | -5.1% | +0.4% |
| YTD | +1.5% | +21.2% | -19.7% | -0.8% |
| 1Y | +3.2% | +20.0% | -16.8% | +0.9% |
| All | +25.7% | +18.1% | +7.6% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling