+65.8%
CVE vs HIG
+5.3%
+60.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.8% |
| 7D | +5.9% | +2.6% | +3.3% | +6.6% |
| 30D | -10.9% | +4.2% | -15.0% | -10.0% |
| 3M | -4.5% | +0.2% | -4.7% | -4.7% |
| 6M | -1.0% | +4.6% | -5.6% | +0.8% |
| YTD | +74.7% | +1.1% | +73.6% | +74.7% |
| 1Y | +65.8% | +4.7% | +61.1% | +68.2% |
| All | +65.8% | +5.3% | +60.5% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling