+57.7%
CVE vs ACM
-12.3%
+70.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.1% | +5.4% | -21.5% | -16.8% |
| 30D | -10.4% | +15.1% | -25.5% | -12.5% |
| 3M | -2.4% | -10.5% | +8.1% | -0.7% |
| 6M | -4.4% | -19.7% | +15.3% | -0.3% |
| YTD | +64.9% | -28.8% | +93.8% | +76.9% |
| 1Y | +66.0% | -47.9% | +113.9% | +101.2% |
| 3Y | +57.7% | -12.4% | +70.0% | +49.3% |
| All | +57.7% | -12.3% | +70.0% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling