-98.1%
AMC vs CVE
+52.6%
-150.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.8% |
| 7D | +2.3% | +2.5% | -0.2% | +1.4% |
| 30D | -0.7% | +16.7% | -17.5% | -6.1% |
| 3M | +35.2% | +9.3% | +25.9% | +30.1% |
| 6M | +124.6% | +43.6% | +81.0% | +93.7% |
| YTD | +69.9% | +93.6% | -23.7% | +30.8% |
| 1Y | -2.6% | +98.8% | -101.3% | -26.2% |
| 3Y | -79.8% | +73.6% | -153.4% | -84.6% |
| 5Y | -99.4% | +312.5% | -411.9% | -99.7% |
| 10Y | -98.9% | +161.0% | -259.9% | -99.5% |
| All | -98.1% | +52.6% | -150.6% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling