-34.0%
CCL vs HIG
+261.7%
-295.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | -1.2% | +2.6% | -3.8% | -3.4% |
| 30D | +13.1% | +4.2% | +8.9% | +8.9% |
| 3M | +3.4% | +0.2% | +3.2% | +2.7% |
| 6M | +18.7% | +4.6% | +14.1% | +12.2% |
| YTD | -2.3% | +1.1% | -3.4% | -4.9% |
| 1Y | +14.2% | +4.7% | +9.5% | +7.6% |
| 3Y | +133.6% | +95.5% | +38.1% | +19.3% |
| 5Y | +33.5% | +111.7% | -78.2% | -35.6% |
| All | -34.0% | +261.7% | -295.8% | -78.2% |
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