+99.1%
HPQ vs CVE
+61.8%
+37.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -1.1% | -16.1% | +15.0% | +3.2% |
| 30D | -11.7% | -10.4% | -1.3% | -9.7% |
| 3M | +2.0% | -2.4% | +4.3% | +1.9% |
| 6M | +35.9% | -4.4% | +40.3% | +35.4% |
| YTD | +32.7% | +64.9% | -32.3% | +13.7% |
| 1Y | +14.3% | +66.0% | -51.7% | -2.5% |
| 3Y | +17.8% | +57.7% | -39.8% | -0.1% |
| 5Y | +7.6% | +144.7% | -137.2% | -22.0% |
| 10Y | +171.7% | +139.2% | +32.4% | +63.4% |
| All | +99.1% | +61.8% | +37.3% | +31.0% |
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