-16.8%
ALAB vs CVE
-6.7%
-10.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.7% | -16.9% | -19.8% |
| 7D | -38.2% | -14.1% | -24.1% | -39.3% |
| 30D | -54.0% | -11.6% | -42.3% | -54.3% |
| 3M | -43.6% | 0.0% | -43.7% | -44.4% |
| 6M | -16.8% | -8.4% | -8.4% | -12.5% |
| All | -16.8% | -6.7% | -10.1% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling