+19.3%
HYG vs CVE
+327.8%
-308.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -0.1% | +17.5% | -17.6% | -0.9% |
| 3M | +1.0% | +16.2% | -15.2% | +0.2% |
| 6M | +2.3% | +47.8% | -45.4% | +0.1% |
| YTD | +2.1% | +98.5% | -96.4% | -1.9% |
| 1Y | +3.8% | +109.8% | -106.0% | -0.7% |
| 3Y | +26.7% | +75.5% | -48.8% | +21.4% |
| 5Y | +19.3% | +341.6% | -322.3% | +10.2% |
| All | +19.3% | +327.8% | -308.5% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling