+207.4%
ALAB vs CVE
+55.1%
+152.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.8% | +6.5% |
| 7D | -26.3% | -16.1% | -10.1% | -19.8% |
| 30D | -50.1% | -10.4% | -39.7% | -47.6% |
| 3M | -42.5% | -2.4% | -40.1% | -43.2% |
| 6M | -10.8% | -4.4% | -6.4% | -12.1% |
| YTD | +14.6% | +64.9% | -50.3% | -20.9% |
| 1Y | +17.1% | +66.0% | -48.9% | -19.9% |
| All | +207.4% | +55.1% | +152.4% | +114.2% |
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