+153.5%
HYG vs CP
+873.6%
-720.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.3% |
| 30D | +0.1% | +0.2% | -0.1% | 0.0% |
| 3M | +0.7% | +2.6% | -1.9% | +0.1% |
| 6M | +1.5% | +6.0% | -4.5% | +0.2% |
| YTD | +2.2% | +24.9% | -22.8% | -2.1% |
| 1Y | +3.9% | +20.1% | -16.2% | +0.2% |
| 3Y | +26.0% | +16.4% | +9.6% | +21.1% |
| 5Y | +19.2% | +31.7% | -12.6% | +10.9% |
| 10Y | +54.8% | +223.9% | -169.0% | +19.6% |
| All | +153.5% | +873.6% | -720.1% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling