+69.4%
CVE vs ALK
-4.4%
+73.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -3.7% |
| 7D | -14.1% | +7.1% | -21.1% | -11.9% |
| 30D | -11.6% | -3.0% | -8.6% | -11.3% |
| 3M | 0.0% | -25.6% | +25.7% | -5.5% |
| 6M | -8.4% | +0.5% | -8.9% | -7.2% |
| YTD | +65.9% | -23.1% | +89.0% | +68.8% |
| 1Y | +69.4% | -7.5% | +77.0% | +66.8% |
| All | +69.4% | -4.4% | +73.8% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling