+52.3%
CCL vs HIG
+100.1%
-47.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.2% |
| 7D | -0.1% | -1.1% | +0.9% | +0.4% |
| 30D | -20.0% | -4.9% | -15.1% | -17.7% |
| 3M | -13.7% | +6.8% | -20.4% | -17.5% |
| 6M | -9.0% | -1.7% | -7.3% | -8.7% |
| YTD | -22.8% | -0.2% | -22.6% | -23.2% |
| 1Y | -25.3% | +5.7% | -31.0% | -28.3% |
| All | +52.3% | +100.1% | -47.8% | -1.2% |
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