+1,583.6%
CCJ vs HIG
+985.2%
+598.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +6.9% | -3.2% | +10.1% | +7.5% |
| 3M | -11.6% | +9.1% | -20.8% | -13.3% |
| 6M | -16.2% | -1.8% | -14.4% | -16.2% |
| YTD | +10.1% | +1.8% | +8.3% | +9.2% |
| 1Y | +32.3% | +4.6% | +27.7% | +30.2% |
| 3Y | +171.3% | +101.6% | +69.7% | +135.3% |
| 5Y | +372.4% | +124.5% | +247.9% | +301.9% |
| 10Y | +1,070.0% | +317.8% | +752.2% | +761.3% |
| All | +1,583.6% | +985.2% | +598.4% | +794.9% |
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