+3,264.4%
CSGP vs HIG
+334.8%
+2,929.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.2% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | +2.3% | -3.2% | +5.5% | +2.9% |
| 3M | -8.2% | +9.1% | -17.3% | -9.6% |
| 6M | -35.1% | -1.8% | -33.3% | -34.9% |
| YTD | -54.0% | +1.8% | -55.8% | -54.2% |
| 1Y | -65.3% | +4.6% | -69.9% | -65.7% |
| 3Y | -62.6% | +101.6% | -164.2% | -67.1% |
| 5Y | -64.8% | +124.5% | -189.3% | -69.7% |
| 10Y | +45.1% | +317.8% | -272.7% | +9.1% |
| All | +3,264.4% | +334.8% | +2,929.5% | +1,976.8% |
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