+7,350.9%
AMD vs CVE
+150.3%
+7,200.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.6% | +8.7% | +2.6% |
| 7D | -15.5% | -12.1% | -3.4% | -13.2% |
| 30D | -22.6% | -9.8% | -12.8% | -21.1% |
| 3M | -5.7% | -0.7% | -5.0% | -6.0% |
| 6M | +43.1% | -4.3% | +47.4% | +42.9% |
| YTD | +128.2% | +70.6% | +57.6% | +99.7% |
| 1Y | +95.5% | +73.2% | +22.3% | +70.2% |
| 3Y | +335.4% | +60.3% | +275.1% | +279.8% |
| 5Y | +255.5% | +159.3% | +96.2% | +179.1% |
| 10Y | +7,350.9% | +147.4% | +7,203.5% | +5,247.0% |
| All | +7,350.9% | +150.3% | +7,200.6% | +5,247.0% |
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