+73.2%
CVE vs USHY
+27.4%
+45.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -0.1% | +2.6% | +2.7% |
| 30D | +16.7% | +0.1% | +16.6% | +16.5% |
| 3M | +9.3% | +0.8% | +8.4% | +7.5% |
| 6M | +43.6% | +1.7% | +41.9% | +38.4% |
| YTD | +93.6% | +2.5% | +91.1% | +83.6% |
| 1Y | +98.8% | +4.4% | +94.4% | +80.4% |
| All | +73.2% | +27.4% | +45.8% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling