+245.4%
UNH vs CVE
+161.7%
+83.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.1% | +2.5% | -1.4% | +0.8% |
| 30D | -3.8% | +16.7% | -20.5% | -5.6% |
| 3M | +0.7% | +9.3% | -8.5% | -0.6% |
| 6M | +37.9% | +43.6% | -5.7% | +31.5% |
| YTD | +21.9% | +93.6% | -71.7% | +12.0% |
| 1Y | +31.4% | +98.8% | -67.4% | +20.1% |
| 3Y | -11.4% | +73.6% | -85.0% | -18.7% |
| 5Y | +2.5% | +312.5% | -309.9% | -18.4% |
| All | +245.4% | +161.7% | +83.6% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling