+135.5%
CVE vs HAS
+50.4%
+85.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -16.1% | -0.2% | -16.0% | -16.1% |
| 30D | -10.4% | +31.0% | -41.4% | -15.8% |
| 3M | -2.4% | +30.7% | -33.0% | -8.4% |
| 6M | -4.4% | +23.9% | -28.3% | -9.5% |
| YTD | +64.9% | +48.3% | +16.6% | +47.7% |
| 1Y | +66.0% | +60.2% | +5.8% | +45.3% |
| 3Y | +57.7% | +189.2% | -131.6% | +14.2% |
| All | +135.5% | +50.4% | +85.1% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling