+798.0%
ALNY vs CVE
+62.6%
+735.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.9% | -10.1% | +9.2% | +0.7% |
| 30D | -32.7% | -12.1% | -20.6% | -31.4% |
| 3M | -28.6% | -1.9% | -26.7% | -28.6% |
| 6M | -46.9% | -1.8% | -45.1% | -47.4% |
| YTD | -60.6% | +65.8% | -126.4% | -64.5% |
| 1Y | -64.6% | +60.8% | -125.5% | -68.0% |
| 3Y | -4.8% | +70.1% | -74.9% | -16.4% |
| 5Y | -14.8% | +134.8% | -149.6% | -32.5% |
| 10Y | +260.3% | +130.1% | +130.2% | +157.5% |
| All | +798.0% | +62.6% | +735.3% | +613.9% |
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