+269.7%
ALNY vs CVE
+167.0%
+102.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -3.5% | +2.0% | -5.5% | -3.7% |
| 30D | +18.9% | +13.2% | +5.7% | +17.5% |
| 3M | -13.3% | +21.7% | -35.0% | -15.2% |
| 6M | -20.3% | +48.4% | -68.6% | -23.8% |
| YTD | -35.1% | +100.1% | -135.2% | -39.9% |
| 1Y | -46.5% | +107.8% | -154.3% | -50.7% |
| 3Y | +28.1% | +76.9% | -48.8% | +18.4% |
| 5Y | +36.1% | +346.2% | -310.2% | +10.9% |
| 10Y | +269.7% | +173.5% | +96.2% | +184.6% |
| All | +269.7% | +167.0% | +102.7% | +184.6% |
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