+36.9%
CMS vs HIG
+89.3%
-52.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.4% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +6.3% | +5.6% | +0.7% | +4.5% |
| 3M | -2.1% | -6.9% | +4.8% | +0.1% |
| 6M | -5.1% | +1.3% | -6.4% | -5.7% |
| YTD | +1.3% | -1.5% | +2.7% | +1.3% |
| 1Y | -1.4% | +6.6% | -8.0% | -3.8% |
| 3Y | +36.9% | +91.2% | -54.3% | +18.2% |
| All | +36.9% | +89.3% | -52.4% | +18.2% |
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