+57.7%
CVE vs HIG
+89.3%
-31.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -16.1% | +1.1% | -17.2% | -16.4% |
| 30D | -10.4% | +5.6% | -16.0% | -11.5% |
| 3M | -2.4% | -6.9% | +4.5% | -1.2% |
| 6M | -4.4% | +1.3% | -5.7% | -5.1% |
| YTD | +64.9% | -1.5% | +66.4% | +64.2% |
| 1Y | +66.0% | +6.6% | +59.4% | +60.5% |
| 3Y | +57.7% | +91.2% | -33.5% | +31.3% |
| All | +57.7% | +89.3% | -31.6% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling