+1,401.6%
CRS vs HIG
+118.8%
+1,282.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.1% | -2.3% | -1.8% | -2.6% |
| 30D | -16.6% | -1.2% | -15.4% | -16.0% |
| 3M | -14.3% | +6.3% | -20.6% | -18.6% |
| 6M | +11.6% | +0.6% | +11.0% | +9.7% |
| YTD | +42.6% | +0.6% | +42.0% | +39.7% |
| 1Y | +81.8% | +6.1% | +75.7% | +70.6% |
| 3Y | +632.1% | +102.0% | +530.1% | +283.7% |
| 5Y | +1,401.6% | +119.2% | +1,282.4% | +612.0% |
| All | +1,401.6% | +118.8% | +1,282.9% | +612.0% |
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 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