+143.5%
CVE vs AME
+437.3%
-293.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.2% |
| 7D | +0.1% | +1.1% | -1.0% | -1.0% |
| 30D | -10.8% | -4.1% | -6.7% | -8.3% |
| 3M | -4.3% | -6.3% | +2.0% | -0.3% |
| 6M | -1.5% | +3.5% | -5.0% | -6.8% |
| YTD | +70.7% | +17.3% | +53.4% | +42.3% |
| 1Y | +58.1% | +22.0% | +36.1% | +26.9% |
| 3Y | +69.8% | +62.0% | +7.8% | +0.3% |
| 5Y | +148.9% | +78.5% | +70.4% | +28.6% |
| 10Y | +143.5% | +441.6% | -298.1% | -41.0% |
| All | +143.5% | +437.3% | -293.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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