+545.4%
CMS vs HIG
+974.1%
-428.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +7.1% | +4.5% | +2.6% | +6.4% |
| 3M | -1.3% | -5.5% | +4.2% | -0.5% |
| 6M | -2.7% | +3.1% | -5.7% | -3.1% |
| YTD | +2.6% | -0.8% | +3.4% | +2.6% |
| 1Y | -2.0% | +6.1% | -8.1% | -2.9% |
| 3Y | +39.6% | +94.1% | -54.5% | +27.1% |
| 5Y | +35.3% | +106.4% | -71.1% | +21.6% |
| 10Y | +132.3% | +265.1% | -132.7% | +88.2% |
| All | +545.4% | +974.1% | -428.7% | +255.0% |
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