-43.5%
CAG vs HIG
+116.1%
-159.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.7% | -1.5% | -4.2% | -5.2% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | +9.8% | +6.7% | +3.1% | +7.3% |
| 6M | -10.8% | +2.0% | -12.8% | -11.7% |
| YTD | -10.8% | +0.3% | -11.1% | -11.2% |
| 1Y | -19.0% | +4.2% | -23.1% | -20.4% |
| 3Y | -39.7% | +102.2% | -141.9% | -52.8% |
| All | -43.5% | +116.1% | -159.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling