+320.2%
CVE vs HIG
+124.5%
+195.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +16.7% | -3.2% | +20.0% | +18.5% |
| 3M | +9.3% | +9.1% | +0.1% | +3.9% |
| 6M | +43.6% | -1.8% | +45.4% | +43.8% |
| YTD | +93.6% | +1.8% | +91.8% | +89.4% |
| 1Y | +98.8% | +4.6% | +94.2% | +90.6% |
| 3Y | +73.6% | +101.6% | -28.0% | +2.8% |
| All | +320.2% | +124.5% | +195.7% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling