+8.7%
CL vs HIG
+5.1%
+3.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -4.8% | -3.2% | -1.6% | -3.6% |
| 3M | +4.9% | +9.1% | -4.2% | +1.0% |
| 6M | -5.7% | -1.8% | -3.9% | -6.2% |
| YTD | +14.4% | +1.8% | +12.6% | +12.5% |
| 1Y | +8.7% | +4.6% | +4.2% | +5.2% |
| All | +8.7% | +5.1% | +3.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling