+121.5%
HBAN vs CVE
+136.7%
-15.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -0.6% | -10.1% | +9.5% | +2.2% |
| 30D | +3.9% | -12.1% | +16.0% | +7.2% |
| 3M | -8.4% | -1.9% | -6.5% | -8.5% |
| 6M | +0.6% | -1.8% | +2.5% | -0.4% |
| YTD | -5.5% | +65.8% | -71.3% | -20.5% |
| 1Y | +5.4% | +60.8% | -55.5% | -10.7% |
| 3Y | +76.7% | +70.1% | +6.6% | +44.0% |
| 5Y | +25.1% | +134.8% | -109.6% | -11.2% |
| 10Y | +121.5% | +130.1% | -8.6% | +14.0% |
| All | +121.5% | +136.7% | -15.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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