+134.5%
CVE vs AME
+442.8%
-308.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -2.6% |
| 7D | -16.1% | -5.2% | -11.0% | -12.7% |
| 30D | -10.4% | -8.0% | -2.4% | -4.7% |
| 3M | -2.4% | -8.9% | +6.5% | +4.0% |
| 6M | -4.4% | -5.0% | +0.6% | -3.1% |
| YTD | +64.9% | +11.9% | +53.1% | +42.8% |
| 1Y | +66.0% | +16.6% | +49.4% | +38.2% |
| 3Y | +57.7% | +62.5% | -4.8% | -7.9% |
| 5Y | +144.7% | +67.6% | +77.1% | +33.7% |
| All | +134.5% | +442.8% | -308.3% | -42.1% |
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