-4.8%
ALNY vs CVE
+67.9%
-72.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -0.9% | -10.1% | +9.2% | -0.8% |
| 30D | -32.7% | -12.1% | -20.6% | -32.6% |
| 3M | -28.6% | -1.9% | -26.7% | -28.7% |
| 6M | -46.9% | -1.8% | -45.1% | -47.2% |
| YTD | -60.6% | +65.8% | -126.4% | -63.1% |
| 1Y | -64.6% | +60.8% | -125.5% | -66.7% |
| 3Y | -4.8% | +70.1% | -74.9% | -15.2% |
| All | -4.8% | +67.9% | -72.7% | -15.2% |
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