+69.2%
CVE vs AMP
+61.8%
+7.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.1% | -1.1% | +1.1% | +0.4% |
| 30D | -10.8% | +4.4% | -15.2% | -12.5% |
| 3M | -4.3% | -7.3% | +3.0% | -1.8% |
| 6M | -1.5% | +12.9% | -14.3% | -7.6% |
| YTD | +70.7% | +7.5% | +63.3% | +62.1% |
| 1Y | +58.1% | +13.3% | +44.8% | +45.3% |
| All | +69.2% | +61.8% | +7.4% | +14.0% |
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