+1,873.0%
CL vs HIG
+967.2%
+905.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | +1.3% | +1.1% | +0.3% | +1.2% |
| 30D | +11.4% | +5.6% | +5.8% | +10.8% |
| 3M | +4.4% | -6.9% | +11.3% | +5.2% |
| 6M | +10.8% | +1.3% | +9.5% | +10.6% |
| YTD | +25.1% | -1.5% | +26.6% | +25.3% |
| 1Y | +28.0% | +6.6% | +21.4% | +27.1% |
| 3Y | +37.6% | +91.2% | -53.6% | +28.6% |
| 5Y | +39.7% | +106.1% | -66.4% | +29.2% |
| 10Y | +75.8% | +283.7% | -207.9% | +50.0% |
| All | +1,873.0% | +967.2% | +905.8% | +865.5% |
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