+89.9%
CVE vs HBM
+97.0%
-7.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +2.5% | -6.4% | +8.9% | +4.7% |
| 30D | +16.7% | +5.9% | +10.8% | +13.7% |
| 3M | +9.3% | -8.9% | +18.2% | +9.8% |
| 6M | +43.6% | +10.7% | +32.9% | +30.2% |
| YTD | +93.6% | +38.3% | +55.3% | +59.5% |
| 1Y | +98.8% | +121.3% | -22.6% | +35.5% |
| 3Y | +73.6% | +450.6% | -377.0% | -21.3% |
| 5Y | +312.5% | +338.0% | -25.5% | +89.7% |
| 10Y | +161.0% | +578.6% | -417.6% | -13.9% |
| All | +89.9% | +97.0% | -7.1% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling