-8.4%
CVE vs ALC
+3.4%
-11.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.8% |
| 7D | -14.1% | +7.6% | -21.7% | -13.5% |
| 30D | -11.6% | +21.1% | -32.8% | -11.6% |
| 3M | 0.0% | +8.5% | -8.4% | +1.2% |
| 6M | -8.4% | +2.8% | -11.2% | -5.0% |
| All | -8.4% | +3.4% | -11.8% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling