+146.2%
CVE vs ACM
+1.8%
+144.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.0% |
| 7D | -14.1% | +5.1% | -19.1% | -15.6% |
| 30D | -11.6% | +11.5% | -23.1% | -15.0% |
| 3M | 0.0% | -10.5% | +10.5% | +3.1% |
| 6M | -8.4% | -20.4% | +12.0% | -1.7% |
| YTD | +65.9% | -28.9% | +94.8% | +84.6% |
| 1Y | +69.4% | -48.7% | +118.1% | +123.1% |
| 3Y | +55.9% | -12.5% | +68.4% | +44.5% |
| 5Y | +146.2% | +0.5% | +145.6% | +101.1% |
| All | +146.2% | +1.8% | +144.3% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling