+56.5%
HYG vs CVE
+167.0%
-110.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -0.2% | +2.0% | -2.1% | -0.3% |
| 30D | -0.1% | +13.2% | -13.3% | -0.9% |
| 3M | +0.7% | +21.7% | -21.0% | -0.7% |
| 6M | +1.5% | +48.4% | -46.8% | -1.3% |
| YTD | +1.9% | +100.1% | -98.2% | -2.9% |
| 1Y | +3.7% | +107.8% | -104.1% | -1.6% |
| 3Y | +26.5% | +76.9% | -50.4% | +20.4% |
| 5Y | +19.0% | +346.2% | -327.3% | +4.9% |
| 10Y | +56.5% | +173.5% | -117.0% | +31.4% |
| All | +56.5% | +167.0% | -110.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling