+231.0%
UNH vs CVE
+136.7%
+94.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.7% | -10.1% | +9.4% | +0.5% |
| 30D | +4.8% | -12.1% | +16.9% | +6.2% |
| 3M | -1.7% | -1.9% | +0.1% | -1.8% |
| 6M | +5.9% | -1.8% | +7.7% | +5.6% |
| YTD | +22.8% | +65.8% | -43.0% | +14.6% |
| 1Y | +25.9% | +60.8% | -34.9% | +17.8% |
| 3Y | -21.4% | +70.1% | -91.6% | -28.0% |
| 5Y | -6.3% | +134.8% | -141.0% | -19.8% |
| 10Y | +231.0% | +130.1% | +100.9% | +137.7% |
| All | +231.0% | +136.7% | +94.3% | +137.7% |
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