+135.5%
CVE vs HRB
+145.8%
-10.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.4% |
| 7D | -16.1% | +2.7% | -18.8% | -16.3% |
| 30D | -10.4% | +22.1% | -32.5% | -11.5% |
| 3M | -2.4% | +15.7% | -18.1% | -3.5% |
| 6M | -4.4% | +83.3% | -87.8% | -9.5% |
| YTD | +64.9% | +25.0% | +39.9% | +62.1% |
| 1Y | +66.0% | +6.9% | +59.1% | +66.2% |
| 3Y | +57.7% | +39.0% | +18.6% | +46.9% |
| All | +135.5% | +145.8% | -10.3% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling