+41.1%
CI vs HIG
+122.5%
-81.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.5% |
| 7D | -2.6% | -1.1% | -1.5% | -2.1% |
| 30D | -2.4% | -4.9% | +2.5% | -0.2% |
| 3M | -4.8% | +6.8% | -11.5% | -7.5% |
| 6M | +2.1% | -1.7% | +3.8% | +2.7% |
| YTD | +1.4% | -0.2% | +1.6% | +1.1% |
| 1Y | -6.8% | +5.7% | -12.5% | -9.4% |
| 3Y | +3.3% | +100.3% | -97.0% | -26.5% |
| 5Y | +41.1% | +118.5% | -77.4% | -6.1% |
| All | +41.1% | +122.5% | -81.5% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling