+22.7%
UNH vs CVE
+61.2%
-38.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.5% |
| 7D | +2.4% | +4.6% | -2.3% | +2.4% |
| 30D | +7.2% | -12.0% | +19.2% | +7.3% |
| 3M | +0.5% | -3.8% | +4.3% | +0.3% |
| 6M | +3.4% | -2.7% | +6.2% | +3.2% |
| YTD | +25.2% | +73.6% | -48.4% | +23.7% |
| 1Y | +22.7% | +62.0% | -39.3% | +22.4% |
| All | +22.7% | +61.2% | -38.5% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling