+70.1%
CVE vs HBM
+424.7%
-354.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -0.9% |
| 7D | -10.1% | +5.0% | -15.1% | -10.9% |
| 30D | -12.1% | -12.7% | +0.6% | -10.4% |
| 3M | -1.9% | -17.4% | +15.6% | +0.6% |
| 6M | -1.8% | -8.9% | +7.0% | -2.5% |
| YTD | +65.8% | +14.9% | +50.9% | +51.1% |
| 1Y | +60.8% | +41.4% | +19.4% | +37.4% |
| 3Y | +70.1% | +462.1% | -392.0% | -11.7% |
| All | +70.1% | +424.7% | -354.6% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling