+295.3%
CVE vs ALHC
-61.5%
+356.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | -16.1% | +1.0% | -17.1% | -16.1% |
| 30D | -10.4% | -14.2% | +3.8% | -10.3% |
| 3M | -2.4% | -45.1% | +42.8% | -1.9% |
| 6M | -4.4% | -59.5% | +55.1% | -3.9% |
| YTD | +64.9% | -62.8% | +127.8% | +65.8% |
| 1Y | +66.0% | -55.5% | +121.5% | +66.2% |
| 3Y | +57.7% | +25.7% | +32.0% | +51.2% |
| 5Y | +144.7% | -66.8% | +211.5% | +144.7% |
| All | +295.3% | -61.5% | +356.7% | +271.9% |
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