+165.9%
CVE vs HRB
+240.7%
-74.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.4% |
| 7D | +2.5% | -5.7% | +8.2% | +3.8% |
| 30D | +16.7% | +7.9% | +8.8% | +14.1% |
| 3M | +9.3% | +32.1% | -22.9% | +1.3% |
| 6M | +43.6% | +62.2% | -18.6% | +25.3% |
| YTD | +93.6% | +16.4% | +77.2% | +82.8% |
| 1Y | +98.8% | -0.3% | +99.0% | +94.8% |
| 3Y | +73.6% | +36.0% | +37.6% | +50.0% |
| 5Y | +312.5% | +125.2% | +187.3% | +193.2% |
| All | +165.9% | +240.7% | -74.8% | +59.9% |
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