+2.9%
UNH vs CVE
+317.2%
-314.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | -3.8% | +16.7% | -20.5% | -4.9% |
| 3M | +0.7% | +9.3% | -8.5% | -0.1% |
| 6M | +37.9% | +43.6% | -5.7% | +33.7% |
| YTD | +21.9% | +93.6% | -71.7% | +15.3% |
| 1Y | +31.4% | +98.8% | -67.4% | +23.9% |
| 3Y | -11.4% | +73.6% | -85.0% | -15.7% |
| All | +2.9% | +317.2% | -314.3% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling