+67.5%
HCA vs CVE
+317.2%
-249.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.1% | +2.5% | -5.6% | -3.2% |
| 30D | -1.1% | +16.7% | -17.9% | -2.3% |
| 3M | +12.2% | +9.3% | +2.9% | +11.3% |
| 6M | -25.3% | +43.6% | -68.9% | -28.0% |
| YTD | -12.9% | +93.6% | -106.5% | -18.8% |
| 1Y | -0.9% | +98.8% | -99.7% | -8.1% |
| 3Y | +47.6% | +73.6% | -26.0% | +37.6% |
| All | +67.5% | +317.2% | -249.7% | +43.9% |
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 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