+130.1%
CVE vs ALM
+2,221.4%
-2,091.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | +0.1% |
| 7D | -10.1% | +0.7% | -10.8% | -10.1% |
| 30D | -12.1% | -26.1% | +14.0% | -11.0% |
| 3M | -1.9% | -38.1% | +36.2% | -0.1% |
| 6M | -1.8% | -55.4% | +53.6% | +0.9% |
| YTD | +65.8% | -0.4% | +66.2% | +62.8% |
| 1Y | +60.8% | +25.4% | +35.5% | +55.8% |
| 3Y | +70.1% | +907.8% | -837.6% | +43.9% |
| 5Y | +134.8% | +440.2% | -305.4% | +101.5% |
| 10Y | +130.1% | +2,031.1% | -1,901.1% | +105.2% |
| All | +130.1% | +2,221.4% | -2,091.3% | +105.2% |
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