+58.6%
CVE vs ALLE
+90.7%
-32.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -2.4% |
| 7D | -14.1% | 0.0% | -14.1% | -14.1% |
| 30D | -11.6% | +20.6% | -32.2% | -13.9% |
| 3M | 0.0% | +11.4% | -11.4% | -1.4% |
| 6M | -8.4% | +42.5% | -50.9% | -14.5% |
| YTD | +65.9% | +18.9% | +47.0% | +62.9% |
| 1Y | +69.4% | +14.2% | +55.2% | +68.6% |
| All | +58.6% | +90.7% | -32.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling