-61.5%
CSGP vs HIG
+108.7%
-170.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +13.9% | +3.8% | +10.1% | +12.1% |
| 30D | +16.0% | +8.1% | +7.9% | +12.8% |
| 3M | +6.1% | -4.1% | +10.2% | +8.1% |
| 6M | -8.2% | +3.1% | -11.3% | -9.1% |
| YTD | -52.3% | +0.8% | -53.2% | -52.6% |
| 1Y | -54.5% | +8.8% | -63.3% | -56.2% |
| 3Y | -58.6% | +95.2% | -153.8% | -69.5% |
| 5Y | -61.5% | +110.8% | -172.3% | -73.3% |
| All | -61.5% | +108.7% | -170.2% | -73.3% |
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