+24.8%
CVE vs ALM
+3,431.9%
-3,407.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.8% | -2.7% |
| 7D | -14.1% | -14.5% | +0.4% | -14.0% |
| 30D | -11.6% | -39.0% | +27.4% | -11.5% |
| 3M | 0.0% | -40.3% | +40.3% | +0.2% |
| 6M | -8.4% | -60.3% | +51.9% | -8.2% |
| YTD | +65.9% | -9.8% | +75.7% | +65.8% |
| 1Y | +69.4% | +30.8% | +38.7% | +69.1% |
| 3Y | +55.9% | +772.4% | -716.5% | +54.8% |
| 5Y | +146.2% | +390.7% | -244.6% | +144.4% |
| 10Y | +140.6% | +2,028.5% | -1,887.9% | +138.8% |
| All | +24.8% | +3,431.9% | -3,407.1% | +23.6% |
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