+143.5%
CVE vs HBM
+274.8%
-131.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.1% | -1.3% | +1.3% | +0.2% |
| 30D | -10.8% | -14.8% | +4.0% | -6.4% |
| 3M | -4.3% | -20.7% | +16.4% | +2.0% |
| 6M | -1.5% | -13.9% | +12.5% | -1.6% |
| YTD | +70.7% | +10.6% | +60.1% | +47.4% |
| 1Y | +58.1% | +32.4% | +25.7% | +26.2% |
| 3Y | +69.8% | +432.0% | -362.2% | -31.2% |
| 5Y | +148.9% | +205.5% | -56.5% | +17.2% |
| 10Y | +143.5% | +291.1% | -147.6% | -21.2% |
| All | +143.5% | +274.8% | -131.3% | -21.2% |
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