+43.1%
CVE vs ALLY
+104.2%
-61.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.8% | -11.4% | -9.5% |
| 7D | -12.1% | +2.4% | -14.5% | -13.5% |
| 30D | -9.8% | +5.6% | -15.4% | -12.7% |
| 3M | -0.7% | -11.7% | +11.0% | +4.8% |
| 6M | -4.3% | -7.0% | +2.7% | -3.0% |
| YTD | +70.6% | -10.4% | +81.0% | +73.4% |
| 1Y | +73.2% | +2.4% | +70.8% | +63.1% |
| 3Y | +60.3% | +59.2% | +1.1% | +12.9% |
| 5Y | +159.3% | -5.0% | +164.3% | +125.6% |
| 10Y | +147.4% | +204.5% | -57.0% | +9.2% |
| All | +43.1% | +104.2% | -61.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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