+259.9%
ALAB vs CVE
+60.4%
+199.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.6% | +3.2% | -1.0% |
| 7D | -24.9% | -12.1% | -12.8% | -20.3% |
| 30D | -38.4% | -9.8% | -28.6% | -35.7% |
| 3M | -38.3% | -0.7% | -37.6% | -39.5% |
| 6M | +10.9% | -4.3% | +15.3% | +9.6% |
| YTD | +34.2% | +70.6% | -36.4% | -9.1% |
| 1Y | +24.5% | +73.2% | -48.6% | -17.0% |
| All | +259.9% | +60.4% | +199.5% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling