+320.2%
CVE vs ALHC
-33.5%
+353.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.5% |
| 30D | +16.7% | -1.0% | +17.8% | +16.7% |
| 3M | +9.3% | -10.2% | +19.4% | +9.0% |
| 6M | +43.6% | -28.3% | +71.9% | +43.5% |
| YTD | +93.6% | -31.4% | +125.0% | +93.5% |
| 1Y | +98.8% | -16.9% | +115.7% | +98.0% |
| 3Y | +73.6% | +135.5% | -61.9% | +67.2% |
| All | +320.2% | -33.5% | +353.6% | +305.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling