+196.4%
CFG vs HIG
+103.2%
+93.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | -3.8% | -3.2% | -0.6% | -2.0% |
| 3M | +11.5% | +9.1% | +2.3% | +4.8% |
| 6M | +19.2% | -1.8% | +21.0% | +19.9% |
| YTD | +23.7% | +1.8% | +21.9% | +21.5% |
| 1Y | +38.8% | +4.6% | +34.3% | +33.7% |
| All | +196.4% | +103.2% | +93.2% | +70.5% |
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