+153.3%
CMI vs HIG
+101.1%
+52.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.7% | -1.5% | +0.7% | -0.4% |
| 30D | -12.4% | -0.4% | -12.0% | -12.4% |
| 3M | -14.8% | +6.7% | -21.4% | -16.9% |
| 6M | +0.8% | +2.0% | -1.2% | -0.4% |
| YTD | +10.2% | +0.3% | +9.9% | +9.3% |
| 1Y | +37.4% | +4.2% | +33.2% | +34.0% |
| 3Y | +153.3% | +102.2% | +51.1% | +82.1% |
| All | +153.3% | +101.1% | +52.2% | +82.1% |
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