+73.2%
CVE vs USHY
+1.9%
+71.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -6.4% |
| 7D | -12.1% | -0.2% | -11.9% | -12.2% |
| 30D | -9.8% | +0.7% | -10.5% | -8.4% |
| 3M | -0.7% | -2.2% | +1.5% | -3.9% |
| 6M | -4.3% | -0.9% | -3.5% | -5.3% |
| YTD | +70.6% | +0.2% | +70.4% | +70.5% |
| 1Y | +73.2% | +1.7% | +71.4% | +69.2% |
| All | +73.2% | +1.9% | +71.3% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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