+123.0%
CVE vs AHR
+364.8%
-241.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.5% |
| 7D | +0.2% | -3.4% | +3.6% | +0.4% |
| 30D | +17.5% | -3.8% | +21.3% | +17.8% |
| 3M | +16.2% | +20.1% | -3.8% | +14.0% |
| 6M | +47.8% | +7.1% | +40.7% | +46.6% |
| YTD | +98.5% | +17.2% | +81.3% | +94.0% |
| 1Y | +109.8% | +30.4% | +79.4% | +101.7% |
| All | +123.0% | +364.8% | -241.8% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling