+15.2%
LQD vs CVE
+74.2%
-59.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.6% | +5.9% | -7.6% | -1.6% |
| 30D | +0.5% | -10.9% | +11.4% | +0.4% |
| 3M | -2.3% | -4.5% | +2.2% | -2.4% |
| 6M | -3.1% | -1.0% | -2.1% | -3.0% |
| YTD | -3.0% | +74.7% | -77.7% | -3.4% |
| 1Y | -2.6% | +65.8% | -68.4% | -2.9% |
| 3Y | +15.2% | +73.2% | -58.0% | +12.0% |
| All | +15.2% | +74.2% | -59.1% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling