+22.6%
LQD vs CVE
+170.0%
-147.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -0.6% | +17.5% | -18.1% | -0.9% |
| 3M | -1.2% | +16.2% | -17.4% | -1.5% |
| 6M | -1.9% | +47.8% | -49.7% | -2.8% |
| YTD | -1.3% | +98.5% | -99.8% | -2.9% |
| 1Y | -1.0% | +109.8% | -110.8% | -2.8% |
| 3Y | +15.2% | +75.5% | -60.2% | +13.3% |
| 5Y | -4.4% | +341.6% | -346.0% | -8.9% |
| 10Y | +22.6% | +159.8% | -137.2% | +11.4% |
| All | +22.6% | +170.0% | -147.4% | +11.4% |
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