+146.9%
CVE vs HSY
+127.3%
+19.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +4.6% | -2.3% | +7.0% | +5.2% |
| 30D | -12.0% | +6.3% | -18.3% | -13.6% |
| 3M | -3.8% | -5.2% | +1.4% | -2.9% |
| 6M | -2.7% | -8.3% | +5.6% | -1.4% |
| YTD | +73.6% | -2.7% | +76.3% | +71.7% |
| 1Y | +62.0% | +0.1% | +61.9% | +58.7% |
| 3Y | +72.7% | -1.0% | +73.8% | +65.6% |
| 5Y | +153.9% | +10.6% | +143.3% | +124.9% |
| All | +146.9% | +127.3% | +19.6% | +116.5% |
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