+62.8%
CVE vs ACM
+148.9%
-86.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -1.5% |
| 7D | -14.1% | +5.1% | -19.1% | -16.8% |
| 30D | -11.6% | +11.5% | -23.1% | -17.6% |
| 3M | 0.0% | -10.5% | +10.5% | +4.4% |
| 6M | -8.4% | -20.4% | +12.0% | +0.6% |
| YTD | +65.9% | -28.9% | +94.8% | +91.1% |
| 1Y | +69.4% | -48.7% | +118.1% | +138.2% |
| 3Y | +55.9% | -12.5% | +68.4% | +50.7% |
| 5Y | +146.2% | +0.5% | +145.6% | +113.5% |
| 10Y | +140.6% | +161.2% | -20.5% | +23.3% |
| All | +62.8% | +148.9% | -86.1% | -25.2% |
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