+134.5%
CVE vs HSY
+125.6%
+8.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -16.1% | +7.5% | -23.7% | -17.7% |
| 30D | -10.4% | +11.1% | -21.4% | -12.9% |
| 3M | -2.4% | -1.9% | -0.4% | -2.2% |
| 6M | -4.4% | -3.0% | -1.5% | -4.5% |
| YTD | +64.9% | 0.0% | +64.9% | +62.2% |
| 1Y | +66.0% | +9.4% | +56.6% | +58.7% |
| 3Y | +57.7% | +3.8% | +53.9% | +49.0% |
| 5Y | +144.7% | +15.2% | +129.6% | +114.1% |
| All | +134.5% | +125.6% | +8.9% | +88.3% |
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