+17.8%
HPQ vs CVE
+53.7%
-35.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -1.1% | -16.1% | +15.0% | +2.6% |
| 30D | -11.7% | -10.4% | -1.3% | -10.1% |
| 3M | +2.0% | -2.4% | +4.3% | +1.5% |
| 6M | +35.9% | -4.4% | +40.3% | +34.7% |
| YTD | +32.7% | +64.9% | -32.3% | +10.4% |
| 1Y | +14.3% | +66.0% | -51.7% | -5.5% |
| 3Y | +17.8% | +57.7% | -39.8% | -8.5% |
| All | +17.8% | +53.7% | -35.9% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling