+897.6%
CCI vs HIG
+386.1%
+511.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.6% |
| 7D | +0.2% | -1.1% | +1.2% | +0.4% |
| 30D | +0.5% | -4.9% | +5.4% | +1.6% |
| 3M | -16.3% | +6.8% | -23.1% | -17.5% |
| 6M | -13.9% | -1.7% | -12.3% | -13.7% |
| YTD | -12.4% | -0.2% | -12.2% | -12.5% |
| 1Y | -15.2% | +5.7% | -20.9% | -16.4% |
| 3Y | -9.9% | +100.3% | -110.2% | -23.3% |
| 5Y | -50.8% | +118.5% | -169.3% | -59.3% |
| 10Y | +18.3% | +309.7% | -291.4% | -19.1% |
| All | +897.6% | +386.1% | +511.6% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling