+148.4%
HYG vs CSGP
+540.5%
-392.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.5% |
| 7D | -0.3% | +1.3% | -1.5% | -0.5% |
| 30D | +0.1% | +10.7% | -10.6% | -1.6% |
| 3M | -1.8% | +3.3% | -5.1% | -2.9% |
| 6M | -1.3% | -10.3% | +9.1% | -0.8% |
| YTD | +0.1% | -54.6% | +54.7% | +9.5% |
| 1Y | +1.5% | -54.6% | +56.2% | +11.0% |
| 3Y | +23.8% | -60.3% | +84.1% | +36.0% |
| 5Y | +16.7% | -63.3% | +80.0% | +27.6% |
| 10Y | +53.8% | +66.5% | -12.7% | +31.3% |
| All | +148.4% | +540.5% | -392.0% | +56.2% |
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