+340.5%
HPE vs CVE
+136.1%
+204.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -18.7% | -16.1% | -2.6% | -14.9% |
| 30D | -37.9% | -10.4% | -27.5% | -36.1% |
| 3M | -14.4% | -2.4% | -12.0% | -14.0% |
| 6M | +48.2% | -4.4% | +52.6% | +48.9% |
| YTD | +88.6% | +64.9% | +23.7% | +64.0% |
| 1Y | +94.8% | +66.0% | +28.7% | +68.7% |
| 3Y | +202.7% | +57.7% | +145.0% | +161.0% |
| 5Y | +231.6% | +144.7% | +86.9% | +148.2% |
| All | +340.5% | +136.1% | +204.4% | +160.5% |
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