+143.5%
CVE vs HIG
+268.2%
-124.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +0.1% | -0.7% | +0.7% | +0.4% |
| 30D | -10.8% | +5.4% | -16.2% | -13.9% |
| 3M | -4.3% | -0.9% | -3.4% | -4.5% |
| 6M | -1.5% | +4.8% | -6.2% | -5.3% |
| YTD | +70.7% | +0.9% | +69.8% | +66.2% |
| 1Y | +58.1% | +6.5% | +51.6% | +48.5% |
| 3Y | +69.8% | +95.7% | -25.9% | +5.8% |
| 5Y | +148.9% | +107.1% | +41.9% | +48.6% |
| 10Y | +143.5% | +262.6% | -119.1% | +19.1% |
| All | +143.5% | +268.2% | -124.7% | +19.1% |
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