+146.9%
CVE vs AMP
+452.8%
-305.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.5% |
| 7D | +4.6% | +1.2% | +3.5% | +3.8% |
| 30D | -12.0% | +4.4% | -16.4% | -15.1% |
| 3M | -3.8% | -8.8% | +5.0% | +0.7% |
| 6M | -2.7% | +9.9% | -12.7% | -10.5% |
| YTD | +73.6% | +6.1% | +67.5% | +60.8% |
| 1Y | +62.0% | +10.6% | +51.4% | +45.8% |
| 3Y | +72.7% | +58.8% | +13.9% | +19.1% |
| 5Y | +153.9% | +79.0% | +75.0% | +55.6% |
| All | +146.9% | +452.8% | -305.9% | -14.4% |
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