+289.7%
CVE vs ALC
+24.0%
+265.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.3% |
| 7D | +2.5% | -2.1% | +4.6% | +3.5% |
| 30D | +16.7% | -0.1% | +16.8% | +16.6% |
| 3M | +9.3% | +5.9% | +3.4% | +5.7% |
| 6M | +43.6% | -15.9% | +59.5% | +53.5% |
| YTD | +93.6% | -10.1% | +103.7% | +99.2% |
| 1Y | +98.8% | -10.2% | +109.0% | +103.3% |
| 3Y | +73.6% | -13.6% | +87.2% | +73.9% |
| 5Y | +312.5% | -15.1% | +327.6% | +305.5% |
| All | +289.7% | +24.0% | +265.7% | +176.4% |
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