+57.5%
CVE vs AME
+21.9%
+35.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -10.0% | -4.1% | -5.9% | -10.5% |
| 30D | -11.9% | -4.1% | -7.7% | -12.2% |
| 3M | -5.9% | -5.6% | -0.3% | -6.6% |
| 6M | -1.6% | +2.8% | -4.4% | 0.0% |
| YTD | +66.3% | +16.6% | +49.7% | +69.3% |
| 1Y | +57.5% | +21.1% | +36.4% | +60.4% |
| All | +57.5% | +21.9% | +35.6% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling