+337.5%
AMD vs CVE
+317.2%
+20.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.1% |
| 7D | +2.6% | +2.5% | +0.1% | +1.7% |
| 30D | -0.9% | +16.7% | -17.7% | -6.0% |
| 3M | -8.7% | +9.3% | -18.0% | -11.7% |
| 6M | +136.3% | +43.6% | +92.7% | +105.2% |
| YTD | +123.0% | +93.6% | +29.4% | +73.9% |
| 1Y | +195.2% | +98.8% | +96.4% | +128.0% |
| 3Y | +336.3% | +73.6% | +262.7% | +236.5% |
| All | +337.5% | +317.2% | +20.3% | +166.0% |
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 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