+73.8%
ALB vs CVE
+159.5%
-85.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.1% |
| 7D | -8.1% | +2.5% | -10.6% | -8.8% |
| 30D | +6.3% | +16.7% | -10.5% | +1.5% |
| 3M | -23.6% | +9.3% | -32.8% | -25.9% |
| 6M | -24.6% | +43.6% | -68.2% | -33.0% |
| YTD | -10.3% | +93.6% | -103.9% | -27.2% |
| 1Y | +61.5% | +98.8% | -37.3% | +29.7% |
| 3Y | -34.0% | +73.6% | -107.6% | -45.7% |
| 5Y | -44.6% | +312.5% | -357.1% | -64.2% |
| All | +73.8% | +159.5% | -85.7% | +3.1% |
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