+130.1%
CVE vs AMP
+582.6%
-452.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | -1.5% |
| 7D | -10.1% | +2.8% | -12.8% | -11.9% |
| 30D | -12.1% | +3.6% | -15.7% | -14.7% |
| 3M | -1.9% | -6.1% | +4.2% | +0.9% |
| 6M | -1.8% | +11.7% | -13.5% | -10.4% |
| YTD | +65.8% | +6.7% | +59.1% | +53.2% |
| 1Y | +60.8% | +13.8% | +47.0% | +42.2% |
| 3Y | +70.1% | +61.9% | +8.2% | +16.3% |
| 5Y | +134.8% | +82.0% | +52.8% | +43.1% |
| 10Y | +130.1% | +513.8% | -383.8% | -18.5% |
| All | +130.1% | +582.6% | -452.6% | -18.5% |
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