+372.4%
HPE vs CVE
+132.7%
+239.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -9.7% | -10.0% | +0.3% | -7.2% |
| 30D | -34.8% | -11.9% | -22.9% | -32.6% |
| 3M | -12.1% | -5.9% | -6.2% | -10.9% |
| 6M | +53.7% | -1.6% | +55.3% | +53.3% |
| YTD | +101.9% | +66.3% | +35.7% | +75.2% |
| 1Y | +104.3% | +57.5% | +46.8% | +79.4% |
| 3Y | +223.1% | +65.4% | +157.6% | +175.4% |
| 5Y | +249.2% | +144.2% | +105.0% | +161.5% |
| 10Y | +372.4% | +135.5% | +236.9% | +179.8% |
| All | +372.4% | +132.7% | +239.7% | +179.8% |
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