+514.5%
HPE vs CVE
+106.4%
+408.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.7% | -9.1% | -11.1% |
| 7D | -25.0% | -14.1% | -10.9% | -21.9% |
| 30D | -37.3% | -11.6% | -25.7% | -35.3% |
| 3M | -16.8% | 0.0% | -16.9% | -17.0% |
| 6M | +47.8% | -8.4% | +56.2% | +50.1% |
| YTD | +86.0% | +65.9% | +20.1% | +61.3% |
| 1Y | +89.6% | +69.4% | +20.2% | +63.1% |
| 3Y | +198.2% | +55.9% | +142.3% | +157.6% |
| 5Y | +227.1% | +146.2% | +81.0% | +143.6% |
| 10Y | +355.6% | +140.6% | +215.0% | +183.8% |
| All | +514.5% | +106.4% | +408.1% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling