+89.9%
CVE vs ACM
+147.1%
-57.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.5% | -3.7% | +6.2% | +4.7% |
| 30D | +16.7% | -11.1% | +27.8% | +23.5% |
| 3M | +9.3% | -8.0% | +17.3% | +12.0% |
| 6M | +43.6% | -29.7% | +73.3% | +70.6% |
| YTD | +93.6% | -29.4% | +123.0% | +126.1% |
| 1Y | +98.8% | -46.4% | +145.2% | +173.3% |
| 3Y | +73.6% | -22.3% | +95.9% | +82.4% |
| 5Y | +312.5% | +4.5% | +308.0% | +250.8% |
| 10Y | +161.0% | +127.6% | +33.4% | +44.9% |
| All | +89.9% | +147.1% | -57.1% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling