+11,637.6%
CMI vs HIG
+987.6%
+10,649.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -12.3% | -2.8% | -9.5% | -11.7% |
| 3M | -16.8% | +6.3% | -23.1% | -18.6% |
| 6M | +1.5% | -0.1% | +1.6% | +0.9% |
| YTD | +9.8% | +0.4% | +9.4% | +8.8% |
| 1Y | +42.6% | +6.2% | +36.3% | +38.9% |
| 3Y | +151.0% | +101.6% | +49.4% | +102.8% |
| 5Y | +167.0% | +119.8% | +47.2% | +110.6% |
| 10Y | +512.2% | +311.7% | +200.4% | +289.1% |
| All | +11,637.6% | +987.6% | +10,649.9% | +4,164.5% |
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