+3,388.4%
CSGP vs HIG
+330.8%
+3,057.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +13.9% | +3.8% | +10.1% | +13.2% |
| 30D | +16.0% | +8.1% | +7.9% | +14.6% |
| 3M | +6.1% | -4.1% | +10.2% | +7.1% |
| 6M | -8.2% | +3.1% | -11.3% | -8.5% |
| YTD | -52.3% | +0.8% | -53.2% | -52.4% |
| 1Y | -54.5% | +8.8% | -63.3% | -55.2% |
| 3Y | -58.6% | +95.2% | -153.8% | -63.3% |
| 5Y | -61.5% | +110.8% | -172.3% | -66.5% |
| 10Y | +74.7% | +292.6% | -217.9% | +32.9% |
| All | +3,388.4% | +330.8% | +3,057.6% | +2,060.7% |
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