+135.5%
CVE vs HAS
+102.6%
+32.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -10.0% | +3.3% | -13.3% | -11.1% |
| 30D | -11.9% | +30.5% | -42.4% | -20.1% |
| 3M | -5.9% | +29.9% | -35.8% | -14.8% |
| 6M | -1.6% | +26.5% | -28.1% | -10.7% |
| YTD | +66.3% | +51.9% | +14.3% | +39.1% |
| 1Y | +57.5% | +60.9% | -3.4% | +28.6% |
| 3Y | +65.4% | +215.0% | -149.6% | -0.5% |
| 5Y | +144.2% | +51.5% | +92.7% | +94.7% |
| 10Y | +135.5% | +102.2% | +33.3% | +71.0% |
| All | +135.5% | +102.6% | +32.9% | +71.0% |
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