+4,369.3%
CNC vs HIG
+286.9%
+4,082.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.8% | -2.8% | -0.9% | -3.2% |
| 3M | -3.2% | +6.3% | -9.6% | -4.4% |
| 6M | +47.9% | -0.1% | +48.0% | +47.7% |
| YTD | +55.7% | +0.4% | +55.2% | +55.3% |
| 1Y | +106.2% | +6.2% | +100.0% | +103.6% |
| 3Y | -2.1% | +101.6% | -103.7% | -14.1% |
| 5Y | +3.4% | +119.8% | -116.5% | -10.8% |
| 10Y | +91.7% | +311.7% | -220.1% | +44.9% |
| All | +4,369.3% | +286.9% | +4,082.4% | +2,471.2% |
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 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