+214.3%
UNH vs CVE
+147.6%
+66.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | +2.4% | +4.6% | -2.3% | +1.8% |
| 30D | +7.2% | -12.0% | +19.2% | +8.7% |
| 3M | +0.5% | -3.8% | +4.3% | +0.7% |
| 6M | +3.4% | -2.7% | +6.2% | +3.2% |
| YTD | +25.2% | +73.6% | -48.4% | +16.1% |
| 1Y | +22.7% | +62.0% | -39.3% | +14.7% |
| 3Y | -20.3% | +72.7% | -93.0% | -27.0% |
| 5Y | -3.4% | +153.9% | -157.3% | -18.2% |
| All | +214.3% | +147.6% | +66.6% | +124.6% |
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