+134.5%
CVE vs ALK
-41.7%
+176.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -16.1% | +9.0% | -25.2% | -18.9% |
| 30D | -10.4% | -1.6% | -8.7% | -10.8% |
| 3M | -2.4% | -23.2% | +20.8% | +4.4% |
| 6M | -4.4% | -3.9% | -0.6% | -8.3% |
| YTD | +64.9% | -22.6% | +87.5% | +65.8% |
| 1Y | +66.0% | -5.3% | +71.3% | +52.7% |
| 3Y | +57.7% | +18.6% | +39.1% | +19.6% |
| 5Y | +144.7% | -34.4% | +179.1% | +131.8% |
| All | +134.5% | -41.7% | +176.2% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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