-55.8%
CSGP vs HIG
+6.5%
-62.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | -7.1% | -0.7% | -6.4% | -6.7% |
| 30D | +3.6% | +5.4% | -1.7% | +1.9% |
| 3M | -2.7% | -0.9% | -1.8% | -2.7% |
| 6M | -8.0% | +4.8% | -12.8% | -9.5% |
| YTD | -55.0% | +0.9% | -55.9% | -55.8% |
| 1Y | -55.8% | +6.5% | -62.2% | -56.5% |
| All | -55.8% | +6.5% | -62.2% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling