+151.7%
HYG vs CRS
+909.0%
-757.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -0.7% | -6.8% | +6.1% | 0.0% |
| 30D | -0.7% | -16.1% | +15.4% | +1.0% |
| 3M | -0.2% | -21.2% | +21.0% | +2.1% |
| 6M | +1.4% | +8.7% | -7.3% | -0.1% |
| YTD | +1.5% | +41.0% | -39.5% | -3.0% |
| 1Y | +2.9% | +82.7% | -79.8% | -4.7% |
| 3Y | +25.6% | +604.8% | -579.1% | -2.0% |
| 5Y | +18.6% | +1,384.7% | -1,366.1% | -17.1% |
| 10Y | +55.7% | +1,362.3% | -1,306.6% | +0.6% |
| All | +151.7% | +909.0% | -757.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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