+148.6%
CVE vs HRB
+221.6%
-73.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +5.9% | -5.1% | +11.0% | +7.1% |
| 30D | -10.9% | +8.7% | -19.5% | -12.8% |
| 3M | -4.5% | -5.4% | +0.9% | -4.0% |
| 6M | -1.0% | +41.6% | -42.5% | -10.3% |
| YTD | +74.7% | +18.7% | +56.1% | +63.4% |
| 1Y | +65.8% | +16.4% | +49.4% | +55.7% |
| 3Y | +73.2% | +22.0% | +51.2% | +54.5% |
| 5Y | +155.6% | +141.2% | +14.4% | +76.7% |
| All | +148.6% | +221.6% | -73.0% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling