+736.9%
HON vs CVE
+62.8%
+674.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.8% | -5.0% |
| 7D | -2.9% | -14.1% | +11.2% | +0.1% |
| 30D | +1.4% | -11.6% | +13.0% | +3.7% |
| 3M | -12.8% | 0.0% | -12.8% | -13.3% |
| 6M | -0.7% | -8.4% | +7.6% | -0.2% |
| YTD | +6.9% | +65.9% | -59.0% | -6.4% |
| 1Y | +6.5% | +69.4% | -63.0% | -7.3% |
| 3Y | +22.9% | +55.9% | -33.0% | +6.3% |
| 5Y | +7.0% | +146.2% | -139.1% | -20.5% |
| 10Y | +158.3% | +140.6% | +17.7% | +57.3% |
| All | +736.9% | +62.8% | +674.1% | +433.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling