+390.2%
HPE vs CVE
+144.4%
+245.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.2% | +4.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.4% |
| 30D | -28.6% | -10.8% | -17.7% | -26.4% |
| 3M | -7.4% | -4.3% | -3.0% | -6.4% |
| 6M | +63.7% | -1.5% | +65.1% | +63.2% |
| YTD | +111.7% | +70.7% | +41.0% | +82.4% |
| 1Y | +123.5% | +58.1% | +65.4% | +96.1% |
| 3Y | +238.7% | +69.8% | +168.8% | +186.8% |
| 5Y | +261.0% | +148.9% | +112.1% | +169.1% |
| 10Y | +390.2% | +143.5% | +246.7% | +189.2% |
| All | +390.2% | +144.4% | +245.8% | +189.2% |
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