+130.1%
CVE vs HSY
+122.5%
+7.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | -10.1% | +1.3% | -11.4% | -10.5% |
| 30D | -12.1% | +6.6% | -18.7% | -13.8% |
| 3M | -1.9% | -4.1% | +2.2% | -1.2% |
| 6M | -1.8% | -5.2% | +3.4% | -1.4% |
| YTD | +65.8% | -2.5% | +68.3% | +63.9% |
| 1Y | +60.8% | +4.7% | +56.1% | +55.5% |
| 3Y | +70.1% | +0.6% | +69.6% | +62.1% |
| 5Y | +134.8% | +11.7% | +123.1% | +107.0% |
| 10Y | +130.1% | +120.0% | +10.1% | +85.7% |
| All | +130.1% | +122.5% | +7.6% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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