+24.5%
ALAB vs CVE
+73.4%
-48.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.6% | +3.2% | -3.4% |
| 7D | -24.9% | -12.1% | -12.8% | -23.5% |
| 30D | -38.4% | -9.8% | -28.6% | -37.4% |
| 3M | -38.3% | -0.7% | -37.6% | -39.3% |
| 6M | +10.9% | -4.3% | +15.3% | +10.7% |
| YTD | +34.2% | +70.6% | -36.4% | +4.4% |
| 1Y | +24.5% | +73.2% | -48.6% | -10.0% |
| All | +24.5% | +73.4% | -48.8% | -10.0% |
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 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