+134.5%
CVE vs HRB
+249.6%
-115.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.3% |
| 7D | -16.1% | +2.7% | -18.8% | -16.7% |
| 30D | -10.4% | +22.1% | -32.5% | -14.5% |
| 3M | -2.4% | +15.7% | -18.1% | -6.4% |
| 6M | -4.4% | +83.3% | -87.8% | -19.2% |
| YTD | +64.9% | +25.0% | +39.9% | +52.7% |
| 1Y | +66.0% | +6.9% | +59.1% | +60.0% |
| 3Y | +57.7% | +39.0% | +18.6% | +35.8% |
| 5Y | +144.7% | +146.4% | -1.7% | +69.8% |
| All | +134.5% | +249.6% | -115.2% | +45.1% |
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