+133.6%
HOOD vs CVE
+292.8%
-159.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.3% |
| 7D | +3.8% | +4.6% | -0.9% | +2.5% |
| 30D | -26.4% | -12.0% | -14.4% | -24.1% |
| 3M | -14.3% | -3.8% | -10.5% | -14.1% |
| 6M | +3.9% | -2.7% | +6.7% | +3.0% |
| YTD | -28.1% | +73.6% | -101.7% | -42.2% |
| 1Y | -38.8% | +62.0% | -100.8% | -49.7% |
| 3Y | +888.5% | +72.7% | +815.7% | +665.1% |
| 5Y | +131.0% | +153.9% | -22.9% | +71.6% |
| All | +133.6% | +292.8% | -159.1% | +110.2% |
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