+28.3%
CVE vs ALM
+3,805.1%
-3,776.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.2% | -8.8% | -7.6% |
| 7D | -12.1% | -6.4% | -5.7% | -12.1% |
| 30D | -9.8% | -35.0% | +25.2% | -9.7% |
| 3M | -0.7% | -33.8% | +33.1% | -0.6% |
| 6M | -4.3% | -55.0% | +50.7% | -4.2% |
| YTD | +70.6% | -0.2% | +70.8% | +70.5% |
| 1Y | +73.2% | +41.8% | +31.4% | +72.8% |
| 3Y | +60.3% | +864.6% | -804.3% | +59.1% |
| 5Y | +159.3% | +443.3% | -284.0% | +157.4% |
| 10Y | +147.4% | +2,253.4% | -2,106.0% | +145.5% |
| All | +28.3% | +3,805.1% | -3,776.8% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling