+89.9%
CVE vs HIG
+667.5%
-577.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.6% |
| 3M | +9.3% | +9.1% | +0.1% | +3.7% |
| 6M | +43.6% | -1.8% | +45.4% | +43.4% |
| YTD | +93.6% | +1.8% | +91.8% | +89.1% |
| 1Y | +98.8% | +4.6% | +94.2% | +90.5% |
| 3Y | +73.6% | +101.6% | -28.0% | +14.3% |
| 5Y | +312.5% | +124.5% | +188.0% | +156.4% |
| 10Y | +161.0% | +317.8% | -156.8% | +16.7% |
| All | +89.9% | +667.5% | -577.5% | -40.5% |
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