+86.3%
CVE vs AHR
+404.3%
-318.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | -10.1% | +9.6% | -19.7% | -10.7% |
| 30D | -12.1% | +16.1% | -28.2% | -13.1% |
| 3M | -1.9% | +4.4% | -6.3% | -2.3% |
| 6M | -1.8% | +15.1% | -17.0% | -3.1% |
| YTD | +65.8% | +27.2% | +38.6% | +60.9% |
| 1Y | +60.8% | +21.7% | +39.1% | +57.1% |
| All | +86.3% | +404.3% | -318.0% | +67.9% |
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