+8,005.5%
CP vs HIG
+1,002.1%
+7,003.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +0.2% | -3.2% | +3.4% | +0.8% |
| 3M | +2.6% | +9.1% | -6.6% | +0.6% |
| 6M | +6.0% | -1.8% | +7.8% | +6.2% |
| YTD | +24.9% | +1.8% | +23.2% | +24.3% |
| 1Y | +20.1% | +4.6% | +15.5% | +18.7% |
| 3Y | +16.4% | +101.6% | -85.2% | -0.2% |
| 5Y | +31.7% | +124.5% | -92.8% | +10.3% |
| 10Y | +223.9% | +317.8% | -94.0% | +133.3% |
| All | +8,005.5% | +1,002.1% | +7,003.4% | +3,476.8% |
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