+86.8%
CVE vs AHR
+408.0%
-321.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -10.0% | +8.1% | -18.1% | -10.5% |
| 30D | -11.9% | +16.9% | -28.8% | -12.9% |
| 3M | -5.9% | +7.6% | -13.5% | -6.6% |
| 6M | -1.6% | +16.0% | -17.5% | -2.9% |
| YTD | +66.3% | +28.1% | +38.2% | +61.3% |
| 1Y | +57.5% | +22.8% | +34.7% | +53.7% |
| All | +86.8% | +408.0% | -321.2% | +68.3% |
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