+320.2%
CVE vs AME
+82.5%
+237.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | +16.7% | -6.7% | +23.4% | +19.8% |
| 3M | +9.3% | +4.1% | +5.2% | +6.6% |
| 6M | +43.6% | +1.6% | +42.0% | +40.7% |
| YTD | +93.6% | +16.1% | +77.4% | +77.1% |
| 1Y | +98.8% | +27.3% | +71.4% | +72.4% |
| 3Y | +73.6% | +50.9% | +22.7% | +34.8% |
| All | +320.2% | +82.5% | +237.7% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling