+1,425.9%
ALNY vs CVE
+89.9%
+1,335.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +12.2% | +2.5% | +9.7% | +11.8% |
| 30D | +16.3% | +16.7% | -0.4% | +13.4% |
| 3M | -12.4% | +9.3% | -21.6% | -14.3% |
| 6M | -18.7% | +43.6% | -62.3% | -24.3% |
| YTD | -33.1% | +93.6% | -126.7% | -40.9% |
| 1Y | -41.3% | +98.8% | -140.1% | -48.6% |
| 3Y | +32.3% | +73.6% | -41.3% | +16.2% |
| 5Y | +34.8% | +312.5% | -277.7% | -3.9% |
| 10Y | +284.7% | +161.0% | +123.7% | +168.7% |
| All | +1,425.9% | +89.9% | +1,335.9% | +1,087.4% |
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