+154.8%
HPQ vs CVE
+136.7%
+18.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -0.6% | -10.1% | +9.4% | +1.6% |
| 30D | -6.5% | -12.1% | +5.6% | -4.1% |
| 3M | -5.1% | -1.9% | -3.2% | -5.3% |
| 6M | +27.3% | -1.8% | +29.1% | +26.1% |
| YTD | +31.7% | +65.8% | -34.1% | +14.5% |
| 1Y | +13.0% | +60.8% | -47.9% | -1.3% |
| 3Y | +18.3% | +70.1% | -51.8% | +0.1% |
| 5Y | +7.4% | +134.8% | -127.4% | -18.3% |
| 10Y | +154.8% | +130.1% | +24.7% | +49.6% |
| All | +154.8% | +136.7% | +18.1% | +49.6% |
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