-99.1%
AMC vs CVE
+157.6%
-256.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -7.6% | +15.0% | +8.6% |
| 7D | +17.7% | -12.1% | +29.8% | +20.0% |
| 30D | +26.2% | -9.8% | +36.0% | +27.9% |
| 3M | +31.3% | -0.7% | +32.1% | +30.0% |
| 6M | +142.8% | -4.3% | +147.1% | +140.7% |
| YTD | +125.6% | +70.6% | +55.0% | +92.1% |
| 1Y | +40.2% | +73.2% | -32.9% | +18.7% |
| 3Y | -67.2% | +60.3% | -127.5% | -72.5% |
| 5Y | -99.1% | +159.3% | -258.4% | -99.3% |
| All | -99.1% | +157.6% | -256.7% | -99.3% |
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