+60.0%
CSGP vs HIG
+261.7%
-201.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.7% |
| 7D | +1.3% | +2.6% | -1.3% | +0.5% |
| 30D | +2.8% | +4.2% | -1.4% | +1.8% |
| 3M | -6.3% | +0.2% | -6.5% | -6.1% |
| 6M | -3.2% | +4.6% | -7.8% | -4.3% |
| YTD | -54.0% | +1.1% | -55.1% | -54.1% |
| 1Y | -54.8% | +4.7% | -59.5% | -55.5% |
| 3Y | -60.6% | +95.5% | -156.0% | -68.2% |
| 5Y | -62.6% | +111.7% | -174.3% | -70.9% |
| All | +60.0% | +261.7% | -201.7% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling