+838.1%
CLS vs HIG
+96.1%
+742.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.3% |
| 7D | +16.3% | +2.6% | +13.7% | +17.0% |
| 30D | -25.7% | +4.2% | -29.8% | -24.8% |
| 3M | -30.9% | +0.2% | -31.1% | -30.4% |
| 6M | -35.5% | +4.6% | -40.1% | -34.4% |
| YTD | -18.7% | +1.1% | -19.8% | -17.3% |
| 1Y | -17.9% | +4.7% | -22.6% | -16.8% |
| 3Y | +838.1% | +95.5% | +742.6% | +769.6% |
| All | +838.1% | +96.1% | +742.0% | +769.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling