+297.6%
CVE vs ALHC
-60.3%
+357.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.1% | +4.4% | -2.7% |
| 7D | -14.1% | -6.2% | -7.9% | -14.0% |
| 30D | -11.6% | -9.7% | -1.9% | -11.6% |
| 3M | 0.0% | -44.7% | +44.8% | +0.5% |
| 6M | -8.4% | -58.7% | +50.3% | -7.9% |
| YTD | +65.9% | -61.7% | +127.6% | +66.8% |
| 1Y | +69.4% | -55.7% | +125.1% | +69.7% |
| 3Y | +55.9% | +25.6% | +30.3% | +49.7% |
| 5Y | +146.2% | -65.8% | +212.0% | +146.1% |
| All | +297.6% | -60.3% | +357.9% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling