+153.4%
HYG vs CPRT
+1,762.9%
-1,609.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -0.1% | +9.9% | -10.0% | -1.7% |
| 3M | +1.0% | +5.6% | -4.7% | -0.2% |
| 6M | +2.3% | -13.6% | +15.9% | +4.2% |
| YTD | +2.1% | -16.7% | +18.9% | +4.5% |
| 1Y | +3.8% | -33.1% | +36.9% | +9.9% |
| 3Y | +26.7% | -27.1% | +53.7% | +30.9% |
| 5Y | +19.3% | -9.9% | +29.1% | +17.4% |
| 10Y | +55.3% | +415.3% | -360.0% | +13.0% |
| All | +153.4% | +1,762.9% | -1,609.5% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling