+281.1%
CG vs HIG
+808.5%
-527.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +0.2% | +2.6% | -2.4% | -1.2% |
| 30D | +11.2% | +4.2% | +7.0% | +8.8% |
| 3M | -22.1% | +0.2% | -22.3% | -22.3% |
| 6M | -17.9% | +4.6% | -22.5% | -20.6% |
| YTD | -31.3% | +1.1% | -32.4% | -32.4% |
| 1Y | -24.0% | +4.7% | -28.7% | -26.8% |
| 3Y | +45.0% | +95.5% | -50.5% | -1.4% |
| 5Y | -22.6% | +111.7% | -134.3% | -49.6% |
| 10Y | +282.1% | +263.4% | +18.7% | +72.8% |
| All | +281.1% | +808.5% | -527.4% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling