+522.9%
HPE vs CVE
+105.2%
+417.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -18.7% | -16.1% | -2.6% | -14.8% |
| 30D | -37.9% | -10.4% | -27.5% | -36.1% |
| 3M | -14.4% | -2.4% | -12.0% | -14.0% |
| 6M | +48.2% | -4.4% | +52.6% | +48.9% |
| YTD | +88.6% | +64.9% | +23.7% | +63.8% |
| 1Y | +94.8% | +66.0% | +28.7% | +68.5% |
| 3Y | +202.7% | +57.7% | +145.0% | +160.8% |
| 5Y | +231.6% | +144.7% | +86.9% | +147.4% |
| 10Y | +361.9% | +139.2% | +222.7% | +188.1% |
| All | +522.9% | +105.2% | +417.8% | +283.2% |
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