+2,953.7%
CLS vs HIG
+315.0%
+2,638.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +5.0% | -2.3% | +7.2% | +5.9% |
| 30D | +4.8% | -1.2% | +6.0% | +5.1% |
| 3M | -10.4% | +6.3% | -16.7% | -13.4% |
| 6M | +20.8% | +0.6% | +20.2% | +18.7% |
| YTD | +10.0% | +0.6% | +9.4% | +7.4% |
| 1Y | +28.5% | +6.1% | +22.4% | +21.3% |
| 3Y | +1,292.2% | +102.0% | +1,190.2% | +823.8% |
| 5Y | +3,616.8% | +119.2% | +3,497.6% | +2,239.6% |
| All | +2,953.7% | +315.0% | +2,638.7% | +1,341.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling