-11.8%
HUM vs CVE
+71.6%
-83.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | +4.2% | +2.5% | +1.6% | +4.1% |
| 30D | +10.4% | +16.7% | -6.4% | +10.0% |
| 3M | +15.1% | +9.3% | +5.8% | +14.8% |
| 6M | +120.9% | +43.6% | +77.3% | +120.5% |
| YTD | +57.9% | +93.6% | -35.6% | +57.6% |
| 1Y | +30.6% | +98.8% | -68.2% | +30.6% |
| All | -11.8% | +71.6% | -83.4% | -12.1% |
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