+55.3%
HYG vs CSGP
+41.1%
+14.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.2% |
| 7D | 0.0% | -5.1% | +5.2% | +0.6% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | +1.0% | -9.1% | +10.1% | +1.7% |
| 6M | +2.3% | -37.3% | +39.6% | +7.5% |
| YTD | +2.1% | -54.9% | +57.0% | +11.3% |
| 1Y | +3.8% | -65.5% | +69.3% | +17.0% |
| 3Y | +26.7% | -63.3% | +90.0% | +39.9% |
| 5Y | +19.3% | -65.8% | +85.1% | +30.9% |
| 10Y | +55.3% | +40.1% | +15.2% | +43.8% |
| All | +55.3% | +41.1% | +14.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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