+25.9%
CMS vs HIG
+124.5%
-98.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -3.6% | -3.2% | -0.4% | -2.7% |
| 3M | -1.9% | +9.1% | -11.1% | -4.4% |
| 6M | -11.0% | -1.8% | -9.2% | -10.7% |
| YTD | +0.2% | +1.8% | -1.6% | -0.6% |
| 1Y | -1.3% | +4.6% | -5.9% | -3.0% |
| 3Y | +35.9% | +101.6% | -65.7% | +11.9% |
| All | +25.9% | +124.5% | -98.6% | +1.6% |
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