+134.5%
CVE vs ALLE
+222.4%
-88.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.1% |
| 7D | -16.1% | -0.6% | -15.6% | -16.1% |
| 30D | -10.4% | +25.3% | -35.7% | -20.8% |
| 3M | -2.4% | +10.3% | -12.7% | -8.1% |
| 6M | -4.4% | +38.0% | -42.5% | -21.4% |
| YTD | +64.9% | +17.8% | +47.2% | +46.3% |
| 1Y | +66.0% | +13.6% | +52.4% | +50.0% |
| 3Y | +57.7% | +89.2% | -31.6% | +0.9% |
| 5Y | +144.7% | +51.1% | +93.7% | +73.9% |
| All | +134.5% | +222.4% | -88.0% | +24.3% |
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