+148.6%
CVE vs AMP
+459.2%
-310.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.1% |
| 7D | +5.9% | +3.9% | +2.0% | +3.4% |
| 30D | -10.9% | +5.1% | -16.0% | -14.3% |
| 3M | -4.5% | -8.7% | +4.2% | -0.1% |
| 6M | -1.0% | +11.4% | -12.4% | -9.6% |
| YTD | +74.7% | +7.3% | +67.4% | +60.8% |
| 1Y | +65.8% | +14.6% | +51.3% | +45.8% |
| 3Y | +73.2% | +61.2% | +12.0% | +18.3% |
| 5Y | +155.6% | +81.0% | +74.6% | +55.5% |
| All | +148.6% | +459.2% | -310.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling