+132.4%
HOOD vs CVE
+273.2%
-140.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -4.8% | -16.1% | +11.3% | -0.3% |
| 30D | -26.1% | -10.4% | -15.7% | -24.2% |
| 3M | -10.8% | -2.4% | -8.4% | -11.0% |
| 6M | +2.4% | -4.4% | +6.8% | +1.8% |
| YTD | -28.5% | +64.9% | -93.4% | -41.7% |
| 1Y | -36.3% | +66.0% | -102.4% | -48.3% |
| 3Y | +743.7% | +57.7% | +686.0% | +568.4% |
| 5Y | +118.6% | +144.7% | -26.1% | +65.4% |
| All | +132.4% | +273.2% | -140.8% | +111.9% |
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