+57.7%
CVE vs ALHC
+21.9%
+35.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.7% |
| 7D | -16.1% | +1.0% | -17.1% | -16.1% |
| 30D | -10.4% | -14.2% | +3.8% | -10.6% |
| 3M | -2.4% | -45.1% | +42.8% | -3.7% |
| 6M | -4.4% | -59.5% | +55.1% | -6.3% |
| YTD | +64.9% | -62.8% | +127.8% | +61.5% |
| 1Y | +66.0% | -55.5% | +121.5% | +62.8% |
| 3Y | +57.7% | +25.7% | +32.0% | +68.2% |
| All | +57.7% | +21.9% | +35.7% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling