-4.3%
CVE vs ALK
+5.1%
-9.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.8% | -16.4% | -3.6% |
| 7D | -12.1% | +12.4% | -24.5% | -6.6% |
| 30D | -9.8% | +2.1% | -11.9% | -7.5% |
| 3M | -0.7% | -23.9% | +23.2% | -9.4% |
| 6M | -4.3% | +8.2% | -12.5% | +3.7% |
| All | -4.3% | +5.1% | -9.4% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling