+67.4%
CVE vs HDB
+312.0%
-244.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.6% | -13.2% | -9.8% |
| 7D | -12.1% | +12.9% | -25.0% | -16.4% |
| 30D | -9.8% | +10.0% | -19.8% | -13.5% |
| 3M | -0.7% | +1.8% | -2.6% | -2.3% |
| 6M | -4.3% | -2.1% | -2.2% | -5.5% |
| YTD | +70.6% | -33.4% | +104.0% | +95.7% |
| 1Y | +73.2% | -32.9% | +106.0% | +97.9% |
| 3Y | +60.3% | -13.9% | +74.2% | +59.6% |
| 5Y | +159.3% | -26.9% | +186.2% | +169.8% |
| 10Y | +147.4% | +54.1% | +93.3% | +74.5% |
| All | +67.4% | +312.0% | -244.7% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling