+98.8%
CVE vs AMCR
+16.6%
+82.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.4% |
| 7D | +2.5% | -1.9% | +4.4% | +2.0% |
| 30D | +16.7% | -4.1% | +20.8% | +15.4% |
| 3M | +9.3% | +21.7% | -12.4% | +14.5% |
| 6M | +43.6% | +1.5% | +42.1% | +54.9% |
| YTD | +93.6% | +13.1% | +80.5% | +106.9% |
| 1Y | +98.8% | +16.5% | +82.3% | +116.3% |
| All | +98.8% | +16.6% | +82.1% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling