+135.5%
CVE vs HUBB
+123.0%
+12.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.3% |
| 7D | -16.1% | +1.7% | -17.8% | -16.5% |
| 30D | -10.4% | -9.7% | -0.7% | -8.0% |
| 3M | -2.4% | -15.2% | +12.8% | +1.7% |
| 6M | -4.4% | -14.0% | +9.6% | -1.6% |
| YTD | +64.9% | -2.4% | +67.4% | +61.3% |
| 1Y | +66.0% | -5.8% | +71.8% | +64.0% |
| 3Y | +57.7% | +60.4% | -2.8% | +24.9% |
| All | +135.5% | +123.0% | +12.6% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling