+73.2%
CVE vs AMP
+70.7%
+2.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +16.7% | -0.1% | +16.8% | +16.6% |
| 3M | +9.3% | +23.6% | -14.3% | -0.8% |
| 6M | +43.6% | +20.4% | +23.2% | +31.7% |
| YTD | +93.6% | +15.4% | +78.1% | +79.4% |
| 1Y | +98.8% | +11.0% | +87.8% | +88.0% |
| All | +73.2% | +70.7% | +2.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling