+67.5%
CVE vs HRB
+371.1%
-303.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.1% | -8.1% | +8.2% | +2.1% |
| 30D | -10.8% | +15.0% | -25.9% | -14.2% |
| 3M | -4.3% | +10.2% | -14.6% | -7.7% |
| 6M | -1.5% | +44.2% | -45.7% | -11.8% |
| YTD | +70.7% | +21.0% | +49.8% | +57.5% |
| 1Y | +58.1% | +12.0% | +46.1% | +48.9% |
| 3Y | +69.8% | +24.9% | +44.9% | +49.8% |
| 5Y | +148.9% | +144.6% | +4.3% | +72.9% |
| 10Y | +143.5% | +229.4% | -85.9% | +42.1% |
| All | +67.5% | +371.1% | -303.6% | -19.1% |
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 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