+28.4%
CVE vs ALLE
+344.1%
-315.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.8% | -9.4% | -8.5% |
| 7D | -12.1% | +6.7% | -18.7% | -15.0% |
| 30D | -9.8% | +25.4% | -35.2% | -19.9% |
| 3M | -0.7% | +16.9% | -17.7% | -9.1% |
| 6M | -4.3% | +46.6% | -50.9% | -23.2% |
| YTD | +70.6% | +22.4% | +48.2% | +49.0% |
| 1Y | +73.2% | +17.7% | +55.4% | +54.3% |
| 3Y | +60.3% | +96.3% | -36.0% | +3.5% |
| 5Y | +159.3% | +57.4% | +101.9% | +83.8% |
| 10Y | +147.4% | +241.0% | -93.6% | +22.0% |
| All | +28.4% | +344.1% | -315.7% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling