+1,678.5%
UNH vs CVE
+61.8%
+1,616.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.2% | -16.1% | +13.0% | -0.8% |
| 30D | +4.8% | -10.4% | +15.2% | +6.3% |
| 3M | -1.8% | -2.4% | +0.5% | -1.8% |
| 6M | +8.6% | -4.4% | +13.0% | +8.6% |
| YTD | +21.8% | +64.9% | -43.2% | +12.0% |
| 1Y | +25.8% | +66.0% | -40.2% | +15.6% |
| 3Y | -21.3% | +57.7% | -79.0% | -28.5% |
| 5Y | -5.3% | +144.7% | -150.1% | -22.2% |
| 10Y | +238.1% | +139.2% | +98.8% | +141.5% |
| All | +1,678.5% | +61.8% | +1,616.7% | +1,214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling