+69.3%
CCI vs HIG
+261.7%
-192.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | +2.5% | +2.6% | -0.1% | +1.9% |
| 30D | +14.4% | +4.2% | +10.2% | +13.3% |
| 3M | +21.7% | +0.2% | +21.5% | +21.5% |
| 6M | +4.0% | +4.6% | -0.6% | +2.8% |
| YTD | +6.2% | +1.1% | +5.1% | +5.6% |
| 1Y | +5.4% | +4.7% | +0.7% | +3.9% |
| 3Y | +11.7% | +95.5% | -83.7% | -4.9% |
| 5Y | -35.6% | +111.7% | -147.3% | -46.5% |
| All | +69.3% | +261.7% | -192.5% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling