+41.1%
CLS vs HIG
+5.1%
+36.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | -0.4% |
| 7D | +4.6% | +0.3% | +4.3% | +4.7% |
| 30D | -13.9% | -3.2% | -10.7% | -16.7% |
| 3M | -26.6% | +9.1% | -35.7% | -17.2% |
| 6M | +15.4% | -1.8% | +17.2% | +15.3% |
| YTD | +5.7% | +1.8% | +3.9% | +13.6% |
| 1Y | +41.1% | +4.6% | +36.6% | +58.0% |
| All | +41.1% | +5.1% | +36.0% | +58.0% |
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 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