sotnklag 1dρ +0.20holdout +0.12stable 88%$/day $990krobust
CEV Eaton Vance California Municipal Income Trust
- Last close
- 10.74
- 504-day return
- +14.98%
- Median $/day
- $246k
- Relationships shown
- 13
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
CEV vs PCQ, shifted 1d
Both indexed to 100 at 2026-05-11. PCQ is drawn 1 trading day later than it happened, so if it leads, the lines move together.
Leads CEV
CEV tends to repeat these symbols' moves some days later. The highlighted bar is the lag.
Moves with CEV
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.48beyond mkt +0.35holdout +0.37stable 100%robust
ρ +0.48beyond mkt +0.34holdout +0.40stable 100%robust
ρ +0.47beyond mkt +0.34holdout +0.42stable 100%robust
ρ +0.46beyond mkt +0.34holdout +0.42stable 88%robust
ρ +0.46beyond mkt +0.32holdout +0.42stable 100%robust
ρ +0.44beyond mkt +0.31holdout +0.37stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.54holdout +0.54stable 75%robust
horizon 10dρ +0.50holdout +0.54stable 75%robust
horizon 10dρ +0.49holdout +0.62stable 75%robust
horizon 10dρ +0.48holdout +0.55stable 50%moderate
horizon 10dρ +0.39holdout +0.59stable 38%moderate
horizon 10dρ +0.38holdout +0.30stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.61recent -0.31prior +0.30beyond mkt +0.00
Δ -0.51recent -0.33prior +0.18beyond mkt -0.07
Δ -0.48recent -0.34prior +0.14beyond mkt -0.04
Δ -0.48recent -0.17prior +0.31beyond mkt -0.09
Δ -0.37recent +0.14prior +0.51beyond mkt +0.31
Δ -0.35recent +0.17prior +0.53beyond mkt +0.34