-1.4%
ALAB vs CVE
+68.4%
-69.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.7% | -16.9% | -19.1% |
| 7D | -38.2% | -14.1% | -24.1% | -36.7% |
| 30D | -54.0% | -11.6% | -42.3% | -53.0% |
| 3M | -43.6% | 0.0% | -43.7% | -44.8% |
| 6M | -16.8% | -8.4% | -8.4% | -15.9% |
| YTD | +7.9% | +65.9% | -58.0% | -15.8% |
| 1Y | -1.4% | +69.4% | -70.8% | -29.3% |
| All | -1.4% | +68.4% | -69.8% | -29.3% |
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