+55.2%
HYG vs CPRT
+380.0%
-324.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -0.7% | -11.2% | +10.5% | +1.0% |
| 30D | -0.7% | +3.3% | -4.0% | -1.4% |
| 3M | -0.2% | -3.6% | +3.4% | 0.0% |
| 6M | +1.4% | -15.8% | +17.2% | +3.7% |
| YTD | +1.5% | -23.5% | +25.0% | +5.1% |
| 1Y | +2.9% | -38.8% | +41.6% | +10.4% |
| 3Y | +25.6% | -33.4% | +59.1% | +31.4% |
| 5Y | +18.6% | -16.4% | +34.9% | +17.2% |
| All | +55.2% | +380.0% | -324.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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