+113.2%
HYG vs CPAY
+1,532.9%
-1,419.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -2.0% | +1.2% | -0.5% |
| 30D | -0.7% | -0.4% | -0.4% | -0.7% |
| 3M | -0.2% | +16.4% | -16.5% | -2.2% |
| 6M | +1.4% | +23.5% | -22.1% | -1.6% |
| YTD | +1.5% | +35.7% | -34.2% | -3.2% |
| 1Y | +2.9% | +30.2% | -27.3% | -1.4% |
| 3Y | +25.6% | +49.7% | -24.1% | +16.6% |
| 5Y | +18.6% | +56.6% | -38.0% | +7.9% |
| 10Y | +55.7% | +153.8% | -98.0% | +30.1% |
| All | +113.2% | +1,532.9% | -1,419.7% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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