+331.1%
AMD vs CVE
+72.1%
+259.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.1% |
| 7D | +2.6% | +2.5% | +0.1% | +1.6% |
| 30D | -0.9% | +16.7% | -17.7% | -6.4% |
| 3M | -8.7% | +9.3% | -18.0% | -11.7% |
| 6M | +136.3% | +43.6% | +92.7% | +99.8% |
| YTD | +123.0% | +93.6% | +29.4% | +64.7% |
| 1Y | +195.2% | +98.8% | +96.4% | +115.3% |
| All | +331.1% | +72.1% | +259.0% | +191.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling