+100.5%
CVE vs AMRZ
-17.5%
+117.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.8% |
| 7D | -16.1% | +1.2% | -17.3% | -15.9% |
| 30D | -10.4% | +15.1% | -25.4% | -8.8% |
| 3M | -2.4% | -18.1% | +15.7% | -4.0% |
| 6M | -4.4% | -23.5% | +19.0% | -5.6% |
| YTD | +64.9% | -21.6% | +86.6% | +61.7% |
| 1Y | +66.0% | -14.7% | +80.8% | +61.6% |
| All | +100.5% | -17.5% | +117.9% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling