+5,710.3%
AMD vs CVE
+137.5%
+5,572.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.7% | -14.5% | -16.7% |
| 7D | -28.6% | -14.1% | -14.5% | -26.2% |
| 30D | -37.7% | -11.6% | -26.1% | -36.1% |
| 3M | -16.1% | 0.0% | -16.2% | -16.4% |
| 6M | +13.8% | -8.4% | +22.2% | +14.8% |
| YTD | +88.8% | +65.9% | +22.9% | +66.5% |
| 1Y | +57.8% | +69.4% | -11.6% | +38.2% |
| 3Y | +260.3% | +55.9% | +204.3% | +216.5% |
| 5Y | +196.6% | +146.2% | +50.5% | +135.7% |
| All | +5,710.3% | +137.5% | +5,572.8% | +4,065.7% |
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