+58.6%
CVE vs AME
+58.2%
+0.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.2% | -1.2% |
| 7D | -14.1% | -11.4% | -2.6% | -11.3% |
| 30D | -11.6% | -12.1% | +0.5% | -8.6% |
| 3M | 0.0% | -12.3% | +12.4% | +3.4% |
| 6M | -8.4% | -4.6% | -3.7% | -7.9% |
| YTD | +65.9% | +9.1% | +56.8% | +56.8% |
| 1Y | +69.4% | +13.3% | +56.1% | +57.3% |
| All | +58.6% | +58.2% | +0.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling