+1,703.5%
CL vs HIG
+1,002.1%
+701.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | -4.8% | -3.2% | -1.6% | -4.5% |
| 3M | +4.9% | +9.1% | -4.2% | +4.0% |
| 6M | -5.7% | -1.8% | -3.9% | -5.6% |
| YTD | +14.4% | +1.8% | +12.6% | +14.1% |
| 1Y | +8.7% | +4.6% | +4.2% | +8.2% |
| 3Y | +30.0% | +101.6% | -71.7% | +20.8% |
| 5Y | +28.4% | +124.5% | -96.1% | +17.6% |
| 10Y | +50.1% | +317.8% | -267.7% | +27.0% |
| All | +1,703.5% | +1,002.1% | +701.5% | +779.5% |
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