+769.5%
ALNY vs CVE
+63.1%
+706.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | -5.2% | -10.0% | +4.8% | -3.6% |
| 30D | -34.8% | -11.9% | -23.0% | -33.6% |
| 3M | -30.1% | -5.9% | -24.2% | -29.7% |
| 6M | -48.6% | -1.6% | -47.0% | -49.1% |
| YTD | -61.9% | +66.3% | -128.1% | -65.6% |
| 1Y | -65.7% | +57.5% | -123.2% | -68.8% |
| 3Y | -6.3% | +65.4% | -71.8% | -17.3% |
| 5Y | -14.0% | +144.2% | -158.1% | -32.3% |
| 10Y | +231.4% | +135.5% | +95.9% | +135.1% |
| All | +769.5% | +63.1% | +706.4% | +590.9% |
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 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