+298.8%
HPE vs CVE
+317.2%
-18.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.1% |
| 7D | -0.6% | +2.5% | -3.1% | -1.4% |
| 30D | -2.3% | +16.7% | -19.0% | -6.8% |
| 3M | -2.9% | +9.3% | -12.1% | -5.9% |
| 6M | +143.6% | +43.6% | +100.0% | +115.7% |
| YTD | +118.5% | +93.6% | +24.9% | +76.1% |
| 1Y | +129.2% | +98.8% | +30.4% | +82.6% |
| 3Y | +212.5% | +73.6% | +138.9% | +148.9% |
| All | +298.8% | +317.2% | -18.5% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling