+276.2%
HPE vs CVE
+158.6%
+117.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | +7.9% | +5.9% | +1.9% | +6.0% |
| 30D | -23.5% | -10.9% | -12.6% | -20.8% |
| 3M | -19.1% | -4.5% | -14.6% | -18.1% |
| 6M | +51.4% | -1.0% | +52.4% | +50.7% |
| YTD | +103.4% | +74.7% | +28.7% | +68.8% |
| 1Y | +114.4% | +65.8% | +48.6% | +80.4% |
| 3Y | +224.7% | +73.2% | +151.5% | +159.8% |
| All | +276.2% | +158.6% | +117.6% | +159.4% |
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