+5.4%
HON vs CVE
+317.2%
-311.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -3.6% | +2.5% | -6.1% | -3.9% |
| 30D | -15.3% | +16.7% | -32.0% | -16.8% |
| 3M | -7.9% | +9.3% | -17.2% | -9.0% |
| 6M | -18.1% | +43.6% | -61.7% | -22.4% |
| YTD | +3.8% | +93.6% | -89.8% | -6.0% |
| 1Y | +0.5% | +98.8% | -98.3% | -9.6% |
| 3Y | +19.8% | +73.6% | -53.8% | +7.0% |
| All | +5.4% | +317.2% | -311.8% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling