-50.1%
CCI vs HIG
+118.8%
-168.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -4.4% | -2.3% | -2.1% | -3.6% |
| 30D | +0.3% | -1.2% | +1.5% | +0.7% |
| 3M | -20.0% | +6.3% | -26.3% | -21.7% |
| 6M | -14.5% | +0.6% | -15.1% | -14.9% |
| YTD | -14.9% | +0.6% | -15.5% | -15.3% |
| 1Y | -17.7% | +6.1% | -23.8% | -19.7% |
| 3Y | -12.4% | +102.0% | -114.3% | -32.2% |
| 5Y | -50.1% | +119.2% | -169.3% | -62.5% |
| All | -50.1% | +118.8% | -168.9% | -62.5% |
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