-98.8%
AMC vs CVE
+137.5%
-236.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.8% | -11.5% |
| 7D | 0.0% | -14.1% | +14.1% | +5.0% |
| 30D | +4.4% | -11.6% | +16.0% | +8.3% |
| 3M | +15.4% | 0.0% | +15.3% | +13.5% |
| 6M | +93.7% | -8.4% | +102.1% | +94.5% |
| YTD | +97.4% | +65.9% | +31.5% | +55.5% |
| 1Y | +23.2% | +69.4% | -46.2% | -4.1% |
| 3Y | -71.3% | +55.9% | -127.2% | -77.9% |
| 5Y | -99.3% | +146.2% | -245.4% | -99.6% |
| All | -98.8% | +137.5% | -236.3% | -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