+135.8%
CVE vs HAS
+102.4%
+33.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.2% |
| 7D | -14.1% | 0.0% | -14.0% | -14.1% |
| 30D | -11.6% | +31.3% | -42.9% | -20.1% |
| 3M | 0.0% | +32.1% | -32.1% | -10.0% |
| 6M | -8.4% | +28.1% | -36.5% | -17.3% |
| YTD | +65.9% | +49.1% | +16.8% | +39.7% |
| 1Y | +69.4% | +60.5% | +8.9% | +38.3% |
| 3Y | +55.9% | +183.9% | -128.0% | -2.2% |
| 5Y | +146.2% | +51.2% | +94.9% | +96.1% |
| All | +135.8% | +102.4% | +33.4% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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