+146.2%
CVE vs HDB
-26.0%
+172.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.0% |
| 7D | -14.1% | +13.3% | -27.4% | -15.7% |
| 30D | -11.6% | +10.2% | -21.8% | -13.0% |
| 3M | 0.0% | +3.6% | -3.5% | -0.7% |
| 6M | -8.4% | -0.5% | -7.9% | -8.9% |
| YTD | +65.9% | -32.4% | +98.3% | +80.5% |
| 1Y | +69.4% | -31.1% | +100.5% | +83.3% |
| 3Y | +55.9% | -12.6% | +68.5% | +55.1% |
| 5Y | +146.2% | -25.7% | +171.8% | +172.5% |
| All | +146.2% | -26.0% | +172.1% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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