+31.4%
ALB vs CVE
+136.1%
-104.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +9.1% | -16.1% | +25.2% | +14.4% |
| 30D | -3.4% | -10.4% | +7.0% | -0.9% |
| 3M | -20.6% | -2.4% | -18.2% | -20.7% |
| 6M | -48.2% | -4.4% | -43.7% | -48.3% |
| YTD | -29.2% | +64.9% | -94.2% | -40.2% |
| 1Y | +10.0% | +66.0% | -56.0% | -7.5% |
| 3Y | -12.9% | +57.7% | -70.6% | -26.6% |
| 5Y | -61.3% | +144.7% | -206.0% | -71.5% |
| All | +31.4% | +136.1% | -104.8% | -20.7% |
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