+89.9%
CVE vs AIG
+242.6%
-152.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +2.5% | -0.9% | +3.4% | +3.0% |
| 30D | +16.7% | -4.9% | +21.6% | +19.8% |
| 3M | +9.3% | +4.5% | +4.8% | +6.0% |
| 6M | +43.6% | -1.4% | +45.0% | +43.0% |
| YTD | +93.6% | -9.8% | +103.4% | +101.5% |
| 1Y | +98.8% | -4.5% | +103.3% | +99.5% |
| 3Y | +73.6% | +37.4% | +36.1% | +40.9% |
| 5Y | +312.5% | +55.0% | +257.5% | +209.5% |
| 10Y | +161.0% | +63.7% | +97.4% | +80.7% |
| All | +89.9% | +242.6% | -152.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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