-99.3%
AMC vs CVE
+148.3%
-247.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.8% | -12.0% |
| 7D | 0.0% | -14.1% | +14.1% | +2.4% |
| 30D | +4.4% | -11.6% | +16.0% | +6.2% |
| 3M | +15.4% | 0.0% | +15.3% | +14.0% |
| 6M | +93.7% | -8.4% | +102.1% | +93.7% |
| YTD | +97.4% | +65.9% | +31.5% | +69.2% |
| 1Y | +23.2% | +69.4% | -46.2% | +4.8% |
| 3Y | -71.3% | +55.9% | -127.2% | -75.8% |
| 5Y | -99.3% | +146.2% | -245.4% | -99.4% |
| All | -99.3% | +148.3% | -247.6% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling