+3,231.7%
CLS vs HIG
+348.8%
+2,883.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | -13.9% | -3.2% | -10.7% | -13.3% |
| 3M | -26.6% | +9.1% | -35.7% | -28.6% |
| 6M | +15.4% | -1.8% | +17.2% | +15.0% |
| YTD | +5.7% | +1.8% | +3.9% | +4.0% |
| 1Y | +41.1% | +4.6% | +36.6% | +37.3% |
| 3Y | +1,228.6% | +101.6% | +1,126.9% | +987.2% |
| 5Y | +3,240.6% | +124.5% | +3,116.2% | +2,561.9% |
| 10Y | +2,760.3% | +317.8% | +2,442.5% | +1,835.2% |
| All | +3,231.7% | +348.8% | +2,883.0% | +1,413.2% |
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