+130.1%
CVE vs HBM
+328.6%
-198.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -2.7% |
| 7D | -10.1% | +5.0% | -15.1% | -12.0% |
| 30D | -12.1% | -12.7% | +0.6% | -8.5% |
| 3M | -1.9% | -17.4% | +15.6% | +3.2% |
| 6M | -1.8% | -8.9% | +7.0% | -4.0% |
| YTD | +65.8% | +14.9% | +50.9% | +41.3% |
| 1Y | +60.8% | +41.4% | +19.4% | +25.2% |
| 3Y | +70.1% | +462.1% | -392.0% | -32.3% |
| 5Y | +134.8% | +224.0% | -89.2% | +8.2% |
| 10Y | +130.1% | +320.9% | -190.8% | -26.6% |
| All | +130.1% | +328.6% | -198.5% | -26.6% |
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