+1,980.9%
CLS vs HIG
+110.6%
+1,870.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +16.3% | +2.6% | +13.7% | +15.7% |
| 30D | -25.7% | +4.2% | -29.8% | -26.5% |
| 3M | -30.9% | +0.2% | -31.1% | -31.1% |
| 6M | -35.5% | +4.6% | -40.1% | -36.8% |
| YTD | -18.7% | +1.1% | -19.8% | -20.0% |
| 1Y | -17.9% | +4.7% | -22.6% | -20.5% |
| 3Y | +838.1% | +95.5% | +742.6% | +516.8% |
| All | +1,980.9% | +110.6% | +1,870.2% | +1,147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling