+140.1%
AMT vs CVE
+147.6%
-7.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -2.2% | +4.6% | -6.8% | -2.4% |
| 30D | +5.8% | -12.0% | +17.8% | +6.5% |
| 3M | +12.6% | -3.8% | +16.3% | +12.7% |
| 6M | +8.3% | -2.7% | +11.0% | +8.2% |
| YTD | +11.4% | +73.6% | -62.2% | +7.4% |
| 1Y | +7.7% | +62.0% | -54.3% | +4.2% |
| 3Y | +14.8% | +72.7% | -57.9% | +9.7% |
| 5Y | -18.0% | +153.9% | -171.9% | -24.4% |
| All | +140.1% | +147.6% | -7.5% | +95.5% |
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