+89.9%
CVE vs HRB
+353.4%
-263.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.3% |
| 7D | +2.5% | -5.7% | +8.2% | +3.9% |
| 30D | +16.7% | +7.9% | +8.8% | +13.9% |
| 3M | +9.3% | +32.1% | -22.9% | +0.7% |
| 6M | +43.6% | +62.2% | -18.6% | +23.9% |
| YTD | +93.6% | +16.4% | +77.2% | +81.3% |
| 1Y | +98.8% | -0.3% | +99.0% | +93.4% |
| 3Y | +73.6% | +36.0% | +37.6% | +49.5% |
| 5Y | +312.5% | +125.2% | +187.3% | +194.6% |
| 10Y | +161.0% | +237.7% | -76.6% | +51.6% |
| All | +89.9% | +353.4% | -263.4% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling