+656.7%
HCA vs CVE
+136.7%
+520.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +7.9% | -10.1% | +18.0% | +9.9% |
| 30D | +11.9% | -12.1% | +24.0% | +14.3% |
| 3M | +22.4% | -1.9% | +24.2% | +22.1% |
| 6M | +16.5% | -1.8% | +18.3% | +15.4% |
| YTD | +8.7% | +65.8% | -57.1% | -3.8% |
| 1Y | +6.7% | +60.8% | -54.2% | -5.3% |
| 3Y | +127.0% | +70.1% | +56.9% | +94.2% |
| 5Y | +113.9% | +134.8% | -20.9% | +62.3% |
| 10Y | +656.7% | +130.1% | +526.6% | +334.6% |
| All | +656.7% | +136.7% | +520.1% | +334.6% |
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