-13.7%
ALB vs CVE
+54.6%
-68.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.7% |
| 7D | +5.5% | -14.1% | +19.5% | +12.0% |
| 30D | -7.5% | -11.6% | +4.1% | -3.5% |
| 3M | -16.9% | 0.0% | -17.0% | -18.5% |
| 6M | -49.2% | -8.4% | -40.8% | -48.6% |
| YTD | -29.9% | +65.9% | -95.8% | -49.1% |
| 1Y | +8.2% | +69.4% | -61.2% | -23.0% |
| All | -13.7% | +54.6% | -68.3% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling