+134.5%
CVE vs HIG
+276.3%
-141.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.7% |
| 7D | -16.1% | +1.1% | -17.2% | -16.9% |
| 30D | -10.4% | +5.6% | -16.0% | -13.5% |
| 3M | -2.4% | -6.9% | +4.5% | +1.0% |
| 6M | -4.4% | +1.3% | -5.7% | -6.3% |
| YTD | +64.9% | -1.5% | +66.4% | +62.8% |
| 1Y | +66.0% | +6.6% | +59.4% | +55.7% |
| 3Y | +57.7% | +91.2% | -33.5% | -0.4% |
| 5Y | +144.7% | +106.1% | +38.7% | +46.4% |
| All | +134.5% | +276.3% | -141.8% | +14.6% |
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