+67.4%
CVE vs ALK
+504.0%
-436.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.8% | -16.4% | -10.2% |
| 7D | -12.1% | +12.4% | -24.5% | -15.6% |
| 30D | -9.8% | +2.1% | -11.9% | -11.2% |
| 3M | -0.7% | -23.9% | +23.2% | +6.0% |
| 6M | -4.3% | +8.2% | -12.5% | -11.3% |
| YTD | +70.6% | -20.5% | +91.1% | +70.1% |
| 1Y | +73.2% | -1.0% | +74.2% | +58.7% |
| 3Y | +60.3% | +19.2% | +41.1% | +27.8% |
| 5Y | +159.3% | -28.2% | +187.5% | +140.4% |
| 10Y | +147.4% | -39.2% | +186.6% | +117.1% |
| All | +67.4% | +504.0% | -436.6% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling