+206.6%
CFG vs HIG
+260.2%
-53.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +1.6% | -0.1% | +1.8% | +1.7% |
| 30D | +3.3% | +4.4% | -1.1% | -0.6% |
| 3M | -11.5% | 0.0% | -11.6% | -12.0% |
| 6M | +6.2% | +3.8% | +2.4% | +1.5% |
| YTD | +14.3% | +0.7% | +13.6% | +11.7% |
| 1Y | +26.7% | +5.0% | +21.7% | +19.1% |
| 3Y | +187.8% | +95.3% | +92.4% | +53.9% |
| 5Y | +61.3% | +110.8% | -49.5% | -18.9% |
| All | +206.6% | +260.2% | -53.6% | -3.4% |
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 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