+2.7%
HCA vs CVE
+109.0%
-106.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +5.1% |
| 7D | +4.9% | +2.0% | +2.9% | +5.2% |
| 30D | +1.9% | +13.2% | -11.3% | +4.0% |
| 3M | +12.7% | +21.7% | -8.9% | +16.7% |
| 6M | -22.3% | +48.4% | -70.7% | -17.9% |
| YTD | -9.3% | +100.1% | -109.4% | -2.2% |
| 1Y | +2.7% | +107.8% | -105.1% | +13.3% |
| All | +2.7% | +109.0% | -106.3% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling