+41.0%
CVE vs AMCR
+100.2%
-59.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +2.5% | -1.9% | +4.4% | +3.1% |
| 30D | +16.7% | -4.1% | +20.8% | +18.1% |
| 3M | +9.3% | +21.7% | -12.4% | +1.4% |
| 6M | +43.6% | +1.5% | +42.1% | +40.1% |
| YTD | +93.6% | +13.1% | +80.5% | +81.0% |
| 1Y | +98.8% | +13.0% | +85.8% | +85.3% |
| 3Y | +73.6% | +6.9% | +66.7% | +62.5% |
| 5Y | +312.5% | -10.5% | +322.9% | +310.7% |
| 10Y | +161.0% | +20.9% | +140.2% | +128.7% |
| All | +41.0% | +100.2% | -59.2% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling