+157.8%
CVE vs USHY
+19.7%
+138.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +4.6% | -0.3% | +4.9% | +5.0% |
| 30D | -12.0% | +0.3% | -12.3% | -12.5% |
| 3M | -3.8% | -1.7% | -2.1% | -1.8% |
| 6M | -2.7% | -0.4% | -2.3% | -2.6% |
| YTD | +73.6% | +0.7% | +72.9% | +70.6% |
| 1Y | +62.0% | +1.8% | +60.2% | +56.7% |
| 3Y | +72.7% | +25.3% | +47.4% | +28.9% |
| All | +157.8% | +19.7% | +138.1% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling