+3.7%
HYG vs CVE
+109.0%
-105.3%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -0.2% | +2.0% | -2.1% | -0.1% |
| 30D | -0.1% | +13.2% | -13.3% | +0.1% |
| 3M | +0.7% | +21.7% | -21.0% | +1.0% |
| 6M | +1.5% | +48.4% | -46.8% | +1.6% |
| YTD | +1.9% | +100.1% | -98.2% | +1.7% |
| 1Y | +3.7% | +107.8% | -104.1% | +3.6% |
| All | +3.7% | +109.0% | -105.3% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling