-31.3%
AMT vs CVE
+317.2%
-348.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -0.2% | +2.5% | -2.7% | -0.3% |
| 30D | +4.6% | +16.7% | -12.1% | +3.9% |
| 3M | -8.4% | +9.3% | -17.7% | -8.9% |
| 6M | -6.0% | +43.6% | -49.6% | -7.6% |
| YTD | +2.1% | +93.6% | -91.5% | -0.9% |
| 1Y | -6.4% | +98.8% | -105.1% | -9.3% |
| 3Y | +8.1% | +73.6% | -65.5% | +4.8% |
| All | -31.3% | +317.2% | -348.5% | -35.6% |
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