+135.5%
CVE vs AMCR
+22.4%
+113.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -10.0% | -3.8% | -6.2% | -8.8% |
| 30D | -11.9% | +8.3% | -20.2% | -15.1% |
| 3M | -5.9% | -2.7% | -3.2% | -5.6% |
| 6M | -1.6% | +16.7% | -18.3% | -9.9% |
| YTD | +66.3% | +13.2% | +53.0% | +51.1% |
| 1Y | +57.5% | +13.7% | +43.8% | +42.7% |
| 3Y | +65.4% | +17.4% | +48.0% | +42.9% |
| 5Y | +144.2% | -5.9% | +150.1% | +134.1% |
| 10Y | +135.5% | +22.4% | +113.1% | +93.3% |
| All | +135.5% | +22.4% | +113.1% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling