+146.2%
CVE vs ALLE
+51.8%
+94.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -2.1% |
| 7D | -14.1% | 0.0% | -14.1% | -14.2% |
| 30D | -11.6% | +20.6% | -32.2% | -15.8% |
| 3M | 0.0% | +11.4% | -11.4% | -2.8% |
| 6M | -8.4% | +42.5% | -50.9% | -17.6% |
| YTD | +65.9% | +18.9% | +47.0% | +57.6% |
| 1Y | +69.4% | +14.2% | +55.2% | +63.1% |
| 3Y | +55.9% | +90.7% | -34.8% | +21.9% |
| 5Y | +146.2% | +52.5% | +93.7% | +105.5% |
| All | +146.2% | +51.8% | +94.3% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling