+1,658.7%
HCA vs CVE
+23.2%
+1,635.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.1% | +2.5% | -5.6% | -3.6% |
| 30D | -1.1% | +16.7% | -17.9% | -4.2% |
| 3M | +12.2% | +9.3% | +2.9% | +9.5% |
| 6M | -25.3% | +43.6% | -68.9% | -31.4% |
| YTD | -12.9% | +93.6% | -106.5% | -25.1% |
| 1Y | -0.9% | +98.8% | -99.7% | -15.7% |
| 3Y | +47.6% | +73.6% | -26.0% | +26.2% |
| 5Y | +67.0% | +312.5% | -245.5% | +11.5% |
| 10Y | +471.4% | +161.0% | +310.4% | +240.5% |
| All | +1,658.7% | +23.2% | +1,635.5% | +1,168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling