-61.6%
ALB vs CVE
+148.3%
-210.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.7% |
| 7D | +5.5% | -14.1% | +19.5% | +11.5% |
| 30D | -7.5% | -11.6% | +4.1% | -3.7% |
| 3M | -16.9% | 0.0% | -17.0% | -18.1% |
| 6M | -49.2% | -8.4% | -40.8% | -48.6% |
| YTD | -29.9% | +65.9% | -95.8% | -45.8% |
| 1Y | +8.2% | +69.4% | -61.2% | -17.5% |
| 3Y | -19.4% | +55.9% | -75.3% | -38.9% |
| 5Y | -61.6% | +146.2% | -207.8% | -75.9% |
| All | -61.6% | +148.3% | -210.0% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling