+45.7%
CVE vs ALLE
+260.9%
-215.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +16.7% | -6.8% | +23.5% | +20.6% |
| 3M | +9.3% | +21.0% | -11.8% | -2.5% |
| 6M | +43.6% | +1.1% | +42.5% | +39.5% |
| YTD | +93.6% | -0.5% | +94.1% | +88.9% |
| 1Y | +98.8% | -7.3% | +106.0% | +100.5% |
| 3Y | +73.6% | +42.3% | +31.3% | +33.5% |
| 5Y | +312.5% | +13.5% | +299.0% | +252.6% |
| 10Y | +161.0% | +144.0% | +17.0% | +51.3% |
| All | +45.7% | +260.9% | -215.1% | -25.5% |
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 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