+249.6%
ALAB vs CVE
+55.9%
+193.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.5% | +13.2% | +13.5% |
| 7D | -5.6% | -10.1% | +4.5% | -0.6% |
| 30D | -36.6% | -12.1% | -24.5% | -32.7% |
| 3M | -35.1% | -1.9% | -33.2% | -36.1% |
| 6M | +8.5% | -1.8% | +10.4% | +5.3% |
| YTD | +30.4% | +65.8% | -35.4% | -10.3% |
| 1Y | +31.0% | +60.8% | -29.8% | -8.3% |
| All | +249.6% | +55.9% | +193.7% | +143.1% |
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 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