-42.6%
CCL vs HIG
+313.7%
-356.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.5% |
| 7D | -3.2% | -1.5% | -1.8% | -2.0% |
| 30D | -17.8% | -0.4% | -17.4% | -17.7% |
| 3M | -18.7% | +6.7% | -25.3% | -23.9% |
| 6M | -11.4% | +2.0% | -13.4% | -14.1% |
| YTD | -24.3% | +0.3% | -24.6% | -25.6% |
| 1Y | -28.8% | +4.2% | -33.0% | -32.6% |
| 3Y | +49.3% | +102.2% | -52.9% | -25.8% |
| 5Y | +1.6% | +118.5% | -116.9% | -52.2% |
| All | -42.6% | +313.7% | -356.3% | -82.2% |
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 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