+130.1%
CVE vs HUBB
+413.4%
-283.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.2% |
| 7D | -10.1% | +1.8% | -11.9% | -11.1% |
| 30D | -12.1% | -6.9% | -5.2% | -8.6% |
| 3M | -1.9% | -13.8% | +12.0% | +6.3% |
| 6M | -1.8% | -9.8% | +8.0% | +1.1% |
| YTD | +65.8% | +0.3% | +65.5% | +56.0% |
| 1Y | +60.8% | -3.3% | +64.2% | +54.3% |
| 3Y | +70.1% | +61.0% | +9.1% | +4.0% |
| 5Y | +134.8% | +128.5% | +6.3% | -2.0% |
| 10Y | +130.1% | +398.9% | -268.8% | -44.5% |
| All | +130.1% | +413.4% | -283.3% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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