+73.2%
CVE vs ALM
+2,063.1%
-1,990.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +2.5% | -2.6% | +5.1% | +2.6% |
| 30D | +16.7% | +32.0% | -15.3% | +15.5% |
| 3M | +9.3% | -15.0% | +24.3% | +9.6% |
| 6M | +43.6% | -10.1% | +53.7% | +43.1% |
| YTD | +93.6% | +99.4% | -5.8% | +86.5% |
| 1Y | +98.8% | +316.4% | -217.6% | +84.5% |
| All | +73.2% | +2,063.1% | -1,990.0% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling