+243.4%
CVE vs ALC
+36.0%
+207.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.8% | -14.5% | -10.5% |
| 7D | -12.1% | +10.7% | -22.8% | -16.3% |
| 30D | -9.8% | +20.2% | -30.0% | -17.4% |
| 3M | -0.7% | +8.9% | -9.6% | -5.2% |
| 6M | -4.3% | +5.7% | -10.0% | -8.2% |
| YTD | +70.6% | -1.4% | +72.0% | +67.3% |
| 1Y | +73.2% | +4.7% | +68.4% | +64.1% |
| 3Y | +60.3% | +5.2% | +55.1% | +44.0% |
| 5Y | +159.3% | -8.3% | +167.6% | +146.6% |
| All | +243.4% | +36.0% | +207.4% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling