+134.5%
CVE vs HBM
+376.3%
-241.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -16.1% | -3.6% | -12.5% | -15.2% |
| 30D | -10.4% | -19.2% | +8.8% | -4.0% |
| 3M | -2.4% | -20.5% | +18.1% | +4.1% |
| 6M | -4.4% | -12.8% | +8.4% | -5.0% |
| YTD | +64.9% | +5.4% | +59.5% | +45.4% |
| 1Y | +66.0% | +33.0% | +33.1% | +32.4% |
| 3Y | +57.7% | +357.3% | -299.7% | -31.6% |
| 5Y | +144.7% | +210.4% | -65.7% | +14.6% |
| All | +134.5% | +376.3% | -241.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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