+62.8%
CVE vs HRB
+408.3%
-345.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -14.1% | +10.7% | -24.8% | -16.3% |
| 30D | -11.6% | +29.0% | -40.7% | -17.2% |
| 3M | 0.0% | +21.0% | -20.9% | -5.6% |
| 6M | -8.4% | +86.9% | -95.3% | -23.9% |
| YTD | +65.9% | +30.5% | +35.4% | +50.3% |
| 1Y | +69.4% | +13.6% | +55.8% | +59.3% |
| 3Y | +55.9% | +42.0% | +13.9% | +32.9% |
| 5Y | +146.2% | +157.2% | -11.1% | +69.2% |
| 10Y | +140.6% | +270.0% | -129.4% | +36.2% |
| All | +62.8% | +408.3% | -345.6% | -22.7% |
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