+62.8%
CVE vs HIG
+660.4%
-597.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -14.1% | +3.8% | -17.9% | -15.9% |
| 30D | -11.6% | +8.1% | -19.7% | -15.5% |
| 3M | 0.0% | -4.1% | +4.2% | +1.6% |
| 6M | -8.4% | +3.1% | -11.5% | -10.8% |
| YTD | +65.9% | +0.8% | +65.1% | +62.1% |
| 1Y | +69.4% | +8.8% | +60.6% | +58.5% |
| 3Y | +55.9% | +95.2% | -39.3% | +4.2% |
| 5Y | +146.2% | +110.8% | +35.3% | +57.4% |
| 10Y | +140.6% | +292.6% | -152.0% | +10.6% |
| All | +62.8% | +660.4% | -597.6% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling