+148.6%
CVE vs ALM
+2,100.8%
-1,952.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.1% | +0.3% |
| 7D | +5.9% | +1.2% | +4.7% | +5.8% |
| 30D | -10.9% | -19.3% | +8.5% | -10.1% |
| 3M | -4.5% | -40.6% | +36.1% | -2.6% |
| 6M | -1.0% | -57.9% | +56.9% | +2.1% |
| YTD | +74.7% | -6.7% | +81.4% | +72.1% |
| 1Y | +65.8% | +20.2% | +45.6% | +60.9% |
| 3Y | +73.2% | +879.4% | -806.3% | +46.8% |
| 5Y | +155.6% | +415.3% | -259.7% | +120.1% |
| All | +148.6% | +2,100.8% | -1,952.2% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling