+134.5%
CVE vs AMCR
+21.5%
+112.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -16.1% | -5.3% | -10.8% | -14.6% |
| 30D | -10.4% | +8.7% | -19.1% | -13.8% |
| 3M | -2.4% | -3.3% | +0.9% | -1.8% |
| 6M | -4.4% | +15.1% | -19.5% | -12.0% |
| YTD | +64.9% | +12.4% | +52.5% | +50.3% |
| 1Y | +66.0% | +15.8% | +50.2% | +48.9% |
| 3Y | +57.7% | +16.7% | +40.9% | +36.5% |
| 5Y | +144.7% | -5.1% | +149.8% | +133.1% |
| All | +134.5% | +21.5% | +112.9% | +92.9% |
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