+365.4%
HPE vs CVE
+136.7%
+228.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.1% |
| 7D | -7.1% | -10.1% | +2.9% | -4.5% |
| 30D | -35.3% | -12.1% | -23.2% | -33.1% |
| 3M | -10.4% | -1.9% | -8.6% | -10.2% |
| 6M | +52.5% | -1.8% | +54.3% | +52.2% |
| YTD | +100.3% | +65.8% | +34.5% | +73.9% |
| 1Y | +106.4% | +60.8% | +45.5% | +80.2% |
| 3Y | +227.4% | +70.1% | +157.3% | +177.3% |
| 5Y | +250.6% | +134.8% | +115.8% | +165.0% |
| 10Y | +365.4% | +130.1% | +235.3% | +175.2% |
| All | +365.4% | +136.7% | +228.7% | +175.2% |
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