-3.1%
CMG vs HIG
+116.1%
-119.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -1.5% | -0.6% | -1.6% |
| 30D | +10.9% | -0.4% | +11.3% | +10.9% |
| 3M | +15.8% | +6.7% | +9.2% | +13.1% |
| 6M | +6.9% | +2.0% | +5.0% | +6.0% |
| YTD | -2.2% | +0.3% | -2.4% | -2.6% |
| 1Y | -7.1% | +4.2% | -11.3% | -8.8% |
| 3Y | -7.1% | +102.2% | -109.4% | -28.1% |
| All | -3.1% | +116.1% | -119.2% | -30.2% |
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 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