+61.8%
CVE vs AU
+163.6%
-101.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.2% |
| 7D | -16.1% | +16.5% | -32.7% | -17.9% |
| 30D | -10.4% | +3.3% | -13.6% | -11.0% |
| 3M | -2.4% | +6.8% | -9.2% | -3.9% |
| 6M | -4.4% | -3.9% | -0.5% | -5.3% |
| YTD | +64.9% | +12.9% | +52.0% | +57.4% |
| 1Y | +66.0% | +43.5% | +22.6% | +52.4% |
| 3Y | +57.7% | +445.5% | -387.9% | +14.4% |
| 5Y | +144.7% | +469.0% | -324.2% | +71.7% |
| 10Y | +139.2% | +698.3% | -559.1% | +46.5% |
| All | +61.8% | +163.6% | -101.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling