+135.8%
CVE vs ALLE
+225.5%
-89.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -1.3% |
| 7D | -14.1% | 0.0% | -14.1% | -14.3% |
| 30D | -11.6% | +20.6% | -32.2% | -20.3% |
| 3M | 0.0% | +11.4% | -11.4% | -6.3% |
| 6M | -8.4% | +42.5% | -50.9% | -26.0% |
| YTD | +65.9% | +18.9% | +47.0% | +46.4% |
| 1Y | +69.4% | +14.2% | +55.2% | +52.8% |
| 3Y | +55.9% | +90.7% | -34.8% | -0.6% |
| 5Y | +146.2% | +52.5% | +93.7% | +74.1% |
| All | +135.8% | +225.5% | -89.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling