+62.7%
CCJ vs HIG
+96.1%
-33.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | -13.2% | +4.2% | -17.4% | -13.2% |
| 3M | -27.6% | +0.2% | -27.8% | -27.6% |
| 6M | -38.7% | +4.6% | -43.3% | -38.9% |
| YTD | -22.7% | +1.1% | -23.8% | -22.6% |
| 1Y | -17.6% | +4.7% | -22.3% | -18.1% |
| 3Y | +62.7% | +95.5% | -32.8% | +39.2% |
| All | +62.7% | +96.1% | -33.4% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling