+148.6%
CVE vs HBM
+281.1%
-132.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | +5.9% | +2.2% | +3.7% | +4.8% |
| 30D | -10.9% | -11.8% | +0.9% | -7.5% |
| 3M | -4.5% | -19.2% | +14.7% | +1.2% |
| 6M | -1.0% | -22.9% | +21.9% | +3.2% |
| YTD | +74.7% | +7.8% | +66.9% | +52.3% |
| 1Y | +65.8% | +34.9% | +30.9% | +31.3% |
| 3Y | +73.2% | +422.2% | -349.0% | -29.4% |
| 5Y | +155.6% | +192.8% | -37.2% | +22.3% |
| All | +148.6% | +281.1% | -132.6% | -18.8% |
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