+320.2%
CVE vs ALK
-25.3%
+345.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.5% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +16.7% | -19.2% | +36.0% | +19.8% |
| 3M | +9.3% | -1.5% | +10.8% | +7.9% |
| 6M | +43.6% | -13.1% | +56.6% | +43.9% |
| YTD | +93.6% | -16.4% | +110.0% | +94.6% |
| 1Y | +98.8% | -33.1% | +131.8% | +110.0% |
| 3Y | +73.6% | +0.6% | +73.0% | +59.4% |
| All | +320.2% | -25.3% | +345.4% | +305.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling