+26.7%
CP vs HIG
+89.3%
-62.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | +2.8% | +1.1% | +1.7% | +2.5% |
| 30D | +10.2% | +5.6% | +4.6% | +8.5% |
| 3M | +2.4% | -6.9% | +9.2% | +4.5% |
| 6M | +7.7% | +1.3% | +6.4% | +7.0% |
| YTD | +26.0% | -1.5% | +27.4% | +26.2% |
| 1Y | +34.6% | +6.6% | +28.0% | +31.6% |
| 3Y | +26.7% | +91.2% | -64.5% | +16.9% |
| All | +26.7% | +89.3% | -62.6% | +16.9% |
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