+35.9%
HYG vs CTVA
+208.7%
-172.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.7% | -4.5% | +3.8% | -0.2% |
| 30D | -0.7% | +11.3% | -12.0% | -2.0% |
| 3M | -0.2% | +12.3% | -12.5% | -1.8% |
| 6M | +1.4% | +7.2% | -5.7% | +0.3% |
| YTD | +1.5% | +26.0% | -24.6% | -1.8% |
| 1Y | +2.9% | +16.0% | -13.1% | +0.5% |
| 3Y | +25.6% | +73.9% | -48.3% | +15.3% |
| 5Y | +18.6% | +103.8% | -85.2% | +5.4% |
| All | +35.9% | +208.7% | -172.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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