+115.8%
CMS vs HIG
+304.7%
-188.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.9% |
| 7D | +1.2% | -1.1% | +2.3% | +1.5% |
| 30D | -3.2% | -4.9% | +1.7% | -2.1% |
| 3M | -2.2% | +6.8% | -9.0% | -3.7% |
| 6M | -9.4% | -1.7% | -7.7% | -9.2% |
| YTD | +0.7% | -0.2% | +0.9% | +0.5% |
| 1Y | +0.4% | +5.7% | -5.4% | -1.1% |
| 3Y | +35.2% | +100.3% | -65.1% | +16.0% |
| 5Y | +24.1% | +118.5% | -94.4% | +3.8% |
| 10Y | +115.8% | +309.7% | -193.9% | +71.7% |
| All | +115.8% | +304.7% | -188.9% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling