+25.6%
HYG vs CPRT
-33.2%
+58.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -0.7% | -11.2% | +10.5% | 0.0% |
| 30D | -0.7% | +3.3% | -4.0% | -1.0% |
| 3M | -0.2% | -3.6% | +3.4% | -0.1% |
| 6M | +1.4% | -15.8% | +17.2% | +2.6% |
| YTD | +1.5% | -23.5% | +25.0% | +3.3% |
| 1Y | +2.9% | -38.8% | +41.6% | +6.9% |
| 3Y | +25.6% | -33.4% | +59.1% | +26.8% |
| All | +25.6% | -33.2% | +58.9% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling