+261.6%
ALB vs CVE
+62.8%
+198.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.5% |
| 7D | +5.5% | -14.1% | +19.5% | +10.5% |
| 30D | -7.5% | -11.6% | +4.1% | -4.3% |
| 3M | -16.9% | 0.0% | -17.0% | -17.7% |
| 6M | -49.2% | -8.4% | -40.8% | -48.7% |
| YTD | -29.9% | +65.9% | -95.8% | -42.3% |
| 1Y | +8.2% | +69.4% | -61.2% | -11.9% |
| 3Y | -19.4% | +55.9% | -75.3% | -33.4% |
| 5Y | -61.6% | +146.2% | -207.8% | -73.5% |
| 10Y | +34.6% | +140.6% | -106.0% | -22.2% |
| All | +261.6% | +62.8% | +198.8% | +137.1% |
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 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