+108.4%
HCA vs CVE
+142.8%
-34.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +4.6% | -16.1% | +20.7% | +5.8% |
| 30D | +12.7% | -10.4% | +23.1% | +13.4% |
| 3M | +21.3% | -2.4% | +23.6% | +21.1% |
| 6M | +15.7% | -4.4% | +20.1% | +15.5% |
| YTD | +6.6% | +64.9% | -58.4% | 0.0% |
| 1Y | +5.7% | +66.0% | -60.3% | -1.0% |
| 3Y | +119.2% | +57.7% | +61.6% | +104.0% |
| All | +108.4% | +142.8% | -34.4% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling