-71.9%
AMC vs CVE
+54.6%
-126.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.8% | -12.5% |
| 7D | 0.0% | -14.1% | +14.1% | -0.1% |
| 30D | +4.4% | -11.6% | +16.0% | +4.3% |
| 3M | +15.4% | 0.0% | +15.3% | +14.4% |
| 6M | +93.7% | -8.4% | +102.1% | +92.3% |
| YTD | +97.4% | +65.9% | +31.5% | +82.1% |
| 1Y | +23.2% | +69.4% | -46.2% | +13.2% |
| All | -71.9% | +54.6% | -126.5% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling