+89.9%
CVE vs AME
+1,502.7%
-1,412.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.5% |
| 7D | +2.5% | +0.6% | +1.9% | +1.9% |
| 30D | +16.7% | -6.7% | +23.4% | +22.7% |
| 3M | +9.3% | +4.1% | +5.2% | +4.3% |
| 6M | +43.6% | +1.6% | +42.0% | +37.1% |
| YTD | +93.6% | +16.1% | +77.4% | +65.5% |
| 1Y | +98.8% | +27.3% | +71.4% | +55.9% |
| 3Y | +73.6% | +50.9% | +22.7% | +14.1% |
| 5Y | +312.5% | +81.4% | +231.1% | +124.8% |
| 10Y | +161.0% | +417.0% | -255.9% | -32.3% |
| All | +89.9% | +1,502.7% | -1,412.8% | -81.4% |
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 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