+143.0%
HYG vs CVE
+89.9%
+53.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | +0.1% | +16.7% | -16.6% | -1.2% |
| 3M | +0.7% | +9.3% | -8.6% | -0.2% |
| 6M | +1.5% | +43.6% | -42.1% | -1.8% |
| YTD | +2.2% | +93.6% | -91.4% | -3.7% |
| 1Y | +3.9% | +98.8% | -94.9% | -2.4% |
| 3Y | +26.0% | +73.6% | -47.6% | +18.6% |
| 5Y | +19.2% | +312.5% | -293.3% | +2.1% |
| 10Y | +54.8% | +161.0% | -106.2% | +28.6% |
| All | +143.0% | +89.9% | +53.1% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling