+1.5%
CMI vs HIG
-0.3%
+1.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.5% |
| 30D | -12.3% | -2.8% | -9.5% | -13.0% |
| 3M | -16.8% | +6.3% | -23.1% | -15.9% |
| 6M | +1.5% | -0.1% | +1.6% | +4.1% |
| All | +1.5% | -0.3% | +1.8% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling