+146.2%
CVE vs ALK
-33.9%
+180.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.4% |
| 7D | -14.1% | +7.1% | -21.1% | -14.8% |
| 30D | -11.6% | -3.0% | -8.6% | -11.5% |
| 3M | 0.0% | -25.6% | +25.7% | +3.3% |
| 6M | -8.4% | +0.5% | -8.9% | -10.9% |
| YTD | +65.9% | -23.1% | +89.0% | +68.0% |
| 1Y | +69.4% | -7.5% | +77.0% | +63.1% |
| 3Y | +55.9% | +15.3% | +40.6% | +35.6% |
| 5Y | +146.2% | -34.8% | +181.0% | +144.8% |
| All | +146.2% | -33.9% | +180.1% | +144.8% |
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 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