+135.5%
CVE vs HBM
+301.8%
-166.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.6% |
| 7D | -10.0% | +2.4% | -12.4% | -11.1% |
| 30D | -11.9% | -16.0% | +4.1% | -7.0% |
| 3M | -5.9% | -21.3% | +15.4% | +0.6% |
| 6M | -1.6% | -12.2% | +10.7% | -2.4% |
| YTD | +66.3% | +10.7% | +55.6% | +43.6% |
| 1Y | +57.5% | +30.3% | +27.2% | +26.5% |
| 3Y | +65.4% | +432.2% | -366.8% | -33.0% |
| 5Y | +144.2% | +218.8% | -74.6% | +12.7% |
| 10Y | +135.5% | +281.4% | -145.8% | -24.1% |
| All | +135.5% | +301.8% | -166.3% | -24.1% |
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