+1,306.6%
AAPL vs CVE
+132.7%
+1,173.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +5.0% | -10.0% | +15.0% | +6.5% |
| 30D | +3.5% | -11.9% | +15.4% | +5.2% |
| 3M | +13.1% | -5.9% | +19.0% | +13.7% |
| 6M | +19.0% | -1.6% | +20.6% | +18.4% |
| YTD | +28.5% | +66.3% | -37.7% | +17.2% |
| 1Y | +29.7% | +57.5% | -27.8% | +19.1% |
| 3Y | +89.2% | +65.4% | +23.8% | +69.4% |
| 5Y | +141.2% | +144.2% | -3.0% | +98.6% |
| 10Y | +1,306.6% | +135.5% | +1,171.1% | +896.3% |
| All | +1,306.6% | +132.7% | +1,173.9% | +896.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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