+73.2%
CVE vs AMCR
+14.2%
+59.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +5.9% | -2.4% | +8.3% | +6.0% |
| 30D | -10.9% | +3.6% | -14.4% | -11.1% |
| 3M | -4.5% | -4.2% | -0.3% | -4.5% |
| 6M | -1.0% | +15.5% | -16.5% | -3.0% |
| YTD | +74.7% | +9.7% | +65.0% | +72.0% |
| 1Y | +65.8% | +8.3% | +57.5% | +63.8% |
| 3Y | +73.2% | +15.4% | +57.8% | +64.5% |
| All | +73.2% | +14.2% | +59.0% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling