+496.1%
AMT vs CVE
+89.9%
+406.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -0.2% | +2.5% | -2.7% | -0.5% |
| 30D | +4.6% | +16.7% | -12.1% | +3.0% |
| 3M | -8.4% | +9.3% | -17.7% | -9.4% |
| 6M | -6.0% | +43.6% | -49.6% | -9.7% |
| YTD | +2.1% | +93.6% | -91.5% | -4.8% |
| 1Y | -6.4% | +98.8% | -105.1% | -13.1% |
| 3Y | +8.1% | +73.6% | -65.5% | +0.3% |
| 5Y | -31.9% | +312.5% | -344.4% | -43.9% |
| 10Y | +97.1% | +161.0% | -63.9% | +56.0% |
| All | +496.1% | +89.9% | +406.2% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling