+3,208.2%
CI vs HIG
+992.6%
+2,215.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +6.4% | +5.4% | +1.0% | +4.6% |
| 3M | +10.7% | -0.9% | +11.6% | +11.1% |
| 6M | +5.5% | +4.8% | +0.7% | +3.8% |
| YTD | +11.4% | +0.9% | +10.5% | +10.8% |
| 1Y | +15.0% | +6.5% | +8.6% | +12.5% |
| 3Y | +9.0% | +95.7% | -86.8% | -13.4% |
| 5Y | +52.0% | +107.1% | -55.1% | +17.7% |
| 10Y | +150.9% | +262.6% | -111.7% | +54.6% |
| All | +3,208.2% | +992.6% | +2,215.6% | +614.0% |
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