+153.5%
HYG vs CSGP
+548.0%
-394.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.3% |
| 7D | -0.2% | -4.1% | +3.9% | +0.3% |
| 30D | +0.1% | +2.3% | -2.2% | -0.4% |
| 3M | +0.7% | -8.2% | +8.8% | +1.4% |
| 6M | +1.5% | -35.1% | +36.5% | +6.7% |
| YTD | +2.2% | -54.0% | +56.2% | +12.1% |
| 1Y | +3.9% | -65.3% | +69.2% | +18.3% |
| 3Y | +26.0% | -62.6% | +88.6% | +40.2% |
| 5Y | +19.2% | -64.8% | +84.0% | +31.5% |
| 10Y | +54.8% | +45.1% | +9.7% | +35.4% |
| All | +153.5% | +548.0% | -394.5% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling