+67.4%
CVE vs AME
+1,500.8%
-1,433.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.6% | -3.0% | -4.1% |
| 7D | -12.1% | -4.4% | -7.6% | -9.1% |
| 30D | -9.8% | -5.9% | -3.9% | -5.7% |
| 3M | -0.7% | -6.5% | +5.8% | +3.7% |
| 6M | -4.3% | +3.2% | -7.5% | -9.0% |
| YTD | +70.6% | +16.0% | +54.6% | +45.2% |
| 1Y | +73.2% | +20.4% | +52.7% | +42.5% |
| 3Y | +60.3% | +68.2% | -7.9% | -4.2% |
| 5Y | +159.3% | +74.4% | +84.9% | +45.9% |
| 10Y | +147.4% | +470.6% | -323.2% | -40.6% |
| All | +67.4% | +1,500.8% | -1,433.4% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling