+159.5%
CVE vs HBM
+194.0%
-34.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +5.9% | +2.2% | +3.7% | +5.2% |
| 30D | -10.9% | -11.8% | +0.9% | -8.4% |
| 3M | -4.5% | -19.2% | +14.7% | -0.4% |
| 6M | -1.0% | -22.9% | +21.9% | +2.4% |
| YTD | +74.7% | +7.8% | +66.9% | +56.8% |
| 1Y | +65.8% | +34.9% | +30.9% | +37.2% |
| 3Y | +73.2% | +422.2% | -349.0% | -20.1% |
| All | +159.5% | +194.0% | -34.6% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling