+156.3%
HON vs CVE
+136.1%
+20.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +0.8% | -16.1% | +16.9% | +3.8% |
| 30D | +5.7% | -10.4% | +16.1% | +7.5% |
| 3M | -8.3% | -2.4% | -6.0% | -8.4% |
| 6M | -2.4% | -4.4% | +2.0% | -2.7% |
| YTD | +9.0% | +64.9% | -55.9% | -2.6% |
| 1Y | +9.2% | +66.0% | -56.8% | -2.7% |
| 3Y | +26.3% | +57.7% | -31.3% | +11.3% |
| 5Y | +9.1% | +144.7% | -135.6% | -15.2% |
| All | +156.3% | +136.1% | +20.2% | +51.5% |
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