+18.3%
HYG vs CPNG
-49.8%
+68.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -0.7% | -7.4% | +6.6% | -0.3% |
| 3M | -0.2% | -12.3% | +12.2% | +0.5% |
| 6M | +1.4% | -19.4% | +20.9% | +2.4% |
| YTD | +1.5% | -35.9% | +37.4% | +3.9% |
| 1Y | +2.9% | -53.4% | +56.3% | +7.6% |
| 3Y | +25.6% | -20.0% | +45.6% | +25.1% |
| All | +18.3% | -49.8% | +68.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 5y: compounded portfolio wealth divided by compounded CPNG 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…
5y analysis · Full analysis span regression · 6 months rolling