+53.4%
CL vs HIG
+304.7%
-251.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | -5.2% | -4.9% | -0.3% | -4.2% |
| 3M | +3.3% | +6.8% | -3.5% | +1.8% |
| 6M | -4.4% | -1.7% | -2.7% | -4.1% |
| YTD | +13.9% | -0.2% | +14.1% | +13.9% |
| 1Y | +7.6% | +5.7% | +1.9% | +6.2% |
| 3Y | +29.6% | +100.3% | -70.7% | +12.1% |
| 5Y | +28.1% | +118.5% | -90.4% | +8.2% |
| 10Y | +53.4% | +309.7% | -256.3% | +18.3% |
| All | +53.4% | +304.7% | -251.3% | +18.3% |
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