+320.2%
CVE vs ALC
-16.0%
+336.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | +2.5% | -2.1% | +4.6% | +3.0% |
| 30D | +16.7% | -0.1% | +16.8% | +16.7% |
| 3M | +9.3% | +5.9% | +3.4% | +7.4% |
| 6M | +43.6% | -15.9% | +59.5% | +49.1% |
| YTD | +93.6% | -10.1% | +103.7% | +96.9% |
| 1Y | +98.8% | -10.2% | +109.0% | +101.6% |
| 3Y | +73.6% | -13.6% | +87.2% | +75.3% |
| All | +320.2% | -16.0% | +336.1% | +317.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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