+153.0%
HYG vs CTAS
+2,705.6%
-2,552.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.2% | +1.0% | -1.1% | -0.4% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | +0.7% | +11.5% | -10.8% | -1.6% |
| 6M | +1.5% | +0.2% | +1.4% | +1.1% |
| YTD | +1.9% | +7.2% | -5.2% | +0.1% |
| 1Y | +3.7% | 0.0% | +3.7% | +3.2% |
| 3Y | +26.5% | +65.9% | -39.4% | +12.3% |
| 5Y | +19.0% | +109.6% | -90.6% | -0.1% |
| 10Y | +56.5% | +683.8% | -627.3% | -3.4% |
| All | +153.0% | +2,705.6% | -2,552.7% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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