+232.1%
HPE vs CVE
+142.8%
+89.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -18.7% | -16.1% | -2.6% | -14.2% |
| 30D | -37.9% | -10.4% | -27.5% | -35.8% |
| 3M | -14.4% | -2.4% | -12.0% | -14.0% |
| 6M | +48.2% | -4.4% | +52.6% | +49.0% |
| YTD | +88.6% | +64.9% | +23.7% | +59.3% |
| 1Y | +94.8% | +66.0% | +28.7% | +63.7% |
| 3Y | +202.7% | +57.7% | +145.0% | +148.7% |
| All | +232.1% | +142.8% | +89.3% | +136.1% |
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