+83.1%
LQD vs CVE
+61.8%
+21.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.2% | -16.1% | +16.4% | +0.5% |
| 30D | +2.4% | -10.4% | +12.8% | +2.5% |
| 3M | -0.9% | -2.4% | +1.5% | -0.9% |
| 6M | -2.3% | -4.4% | +2.1% | -2.3% |
| YTD | -1.7% | +64.9% | -66.7% | -2.5% |
| 1Y | -1.6% | +66.0% | -67.7% | -2.4% |
| 3Y | +17.6% | +57.7% | -40.1% | +16.5% |
| 5Y | -5.3% | +144.7% | -150.0% | -7.1% |
| 10Y | +23.3% | +139.2% | -115.9% | +16.0% |
| All | +83.1% | +61.8% | +21.3% | +71.8% |
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