+102.1%
CVE vs AMRZ
-17.3%
+119.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | 0.0% |
| 7D | -10.0% | 0.0% | -9.9% | -9.9% |
| 30D | -11.9% | +15.9% | -27.7% | -10.2% |
| 3M | -5.9% | -9.2% | +3.2% | -6.6% |
| 6M | -1.6% | -20.3% | +18.8% | -2.9% |
| YTD | +66.3% | -21.5% | +87.7% | +63.0% |
| 1Y | +57.5% | -12.9% | +70.4% | +53.0% |
| All | +102.1% | -17.3% | +119.4% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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