+271.0%
CG vs HIG
+260.2%
+10.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +5.7% | +4.4% | +1.3% | +3.2% |
| 3M | -17.9% | 0.0% | -17.9% | -18.0% |
| 6M | -20.2% | +3.8% | -24.0% | -22.5% |
| YTD | -32.0% | +0.7% | -32.7% | -33.0% |
| 1Y | -27.0% | +5.0% | -32.1% | -30.0% |
| 3Y | +42.8% | +95.3% | -52.6% | -4.3% |
| 5Y | -23.4% | +110.8% | -134.2% | -50.9% |
| All | +271.0% | +260.2% | +10.8% | +65.2% |
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 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