+39.6%
ALNY vs CVE
+327.8%
-288.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.3% |
| 7D | +5.7% | +0.2% | +5.5% | +5.7% |
| 30D | +18.7% | +17.5% | +1.2% | +18.1% |
| 3M | -11.0% | +16.2% | -27.2% | -11.5% |
| 6M | -18.9% | +47.8% | -66.6% | -20.6% |
| YTD | -34.6% | +98.5% | -133.1% | -37.1% |
| 1Y | -42.8% | +109.8% | -152.6% | -45.2% |
| 3Y | +29.1% | +75.5% | -46.3% | +22.3% |
| 5Y | +39.6% | +341.6% | -302.0% | +35.1% |
| All | +39.6% | +327.8% | -288.2% | +35.1% |
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 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