+568.0%
CF vs HIG
+276.3%
+291.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.8% |
| 7D | -3.2% | +1.1% | -4.2% | -3.9% |
| 30D | +4.3% | +5.6% | -1.2% | +1.2% |
| 3M | +2.8% | -6.9% | +9.7% | +6.2% |
| 6M | +0.6% | +1.3% | -0.7% | -0.8% |
| YTD | +56.6% | -1.5% | +58.1% | +55.2% |
| 1Y | +49.6% | +6.6% | +43.0% | +42.0% |
| 3Y | +61.5% | +91.2% | -29.7% | +7.8% |
| 5Y | +124.0% | +106.1% | +17.9% | +40.8% |
| All | +568.0% | +276.3% | +291.7% | +162.6% |
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