+165.0%
CMI vs HIG
+116.1%
+48.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -0.7% | -1.5% | +0.7% | -0.1% |
| 30D | -12.4% | -0.4% | -12.0% | -12.4% |
| 3M | -14.8% | +6.7% | -21.4% | -18.1% |
| 6M | +0.8% | +2.0% | -1.2% | -1.3% |
| YTD | +10.2% | +0.3% | +9.9% | +8.5% |
| 1Y | +37.4% | +4.2% | +33.2% | +32.2% |
| 3Y | +153.3% | +102.2% | +51.1% | +60.1% |
| All | +165.0% | +116.1% | +48.9% | +53.0% |
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