-0.9%
CCL vs HIG
+117.6%
-118.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | -18.2% | -2.8% | -15.4% | -16.3% |
| 3M | -17.7% | +6.3% | -24.1% | -22.7% |
| 6M | -13.0% | -0.1% | -12.9% | -14.0% |
| YTD | -24.5% | +0.4% | -24.9% | -25.8% |
| 1Y | -26.9% | +6.2% | -33.2% | -31.9% |
| 3Y | +50.8% | +101.6% | -50.9% | -30.1% |
| 5Y | -0.9% | +119.8% | -120.8% | -59.4% |
| All | -0.9% | +117.6% | -118.5% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling