-98.7%
AMC vs CVE
+136.1%
-234.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +2.6% | -16.1% | +18.7% | +8.7% |
| 30D | +9.0% | -10.4% | +19.4% | +12.5% |
| 3M | +22.2% | -2.4% | +24.5% | +21.3% |
| 6M | +91.5% | -4.4% | +95.9% | +89.5% |
| YTD | +101.3% | +64.9% | +36.3% | +58.8% |
| 1Y | +20.8% | +66.0% | -45.3% | -5.3% |
| 3Y | -71.3% | +57.7% | -129.0% | -78.1% |
| 5Y | -99.2% | +144.7% | -244.0% | -99.6% |
| All | -98.7% | +136.1% | -234.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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