+69.4%
CVE vs ACM
-48.3%
+117.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.9% |
| 7D | -14.1% | +5.1% | -19.1% | -13.7% |
| 30D | -11.6% | +11.5% | -23.1% | -10.9% |
| 3M | 0.0% | -10.5% | +10.5% | -0.4% |
| 6M | -8.4% | -20.4% | +12.0% | -8.2% |
| YTD | +65.9% | -28.9% | +94.8% | +68.6% |
| 1Y | +69.4% | -48.7% | +118.1% | +81.0% |
| All | +69.4% | -48.3% | +117.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling