+456.5%
HCA vs CVE
+170.0%
+286.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.2% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -2.7% | +17.5% | -20.2% | -5.8% |
| 3M | +11.5% | +16.2% | -4.7% | +7.7% |
| 6M | -24.3% | +47.8% | -72.0% | -30.7% |
| YTD | -13.6% | +98.5% | -112.1% | -25.8% |
| 1Y | -3.2% | +109.8% | -113.0% | -18.2% |
| 3Y | +50.4% | +75.5% | -25.1% | +28.8% |
| 5Y | +64.8% | +341.6% | -276.8% | +8.3% |
| 10Y | +456.5% | +159.8% | +296.8% | +217.9% |
| All | +456.5% | +170.0% | +286.5% | +217.9% |
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