-98.9%
AMC vs CVE
+159.5%
-258.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.8% |
| 7D | +2.3% | +2.5% | -0.2% | +1.3% |
| 30D | -0.7% | +16.7% | -17.5% | -6.5% |
| 3M | +35.2% | +9.3% | +25.9% | +29.7% |
| 6M | +124.6% | +43.6% | +81.0% | +91.7% |
| YTD | +69.9% | +93.6% | -23.7% | +28.4% |
| 1Y | -2.6% | +98.8% | -101.3% | -27.7% |
| 3Y | -79.8% | +73.6% | -153.4% | -84.9% |
| 5Y | -99.4% | +312.5% | -411.9% | -99.7% |
| All | -98.9% | +159.5% | -258.4% | -99.6% |
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