+1,249.0%
AAPL vs CVE
+136.1%
+1,112.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | -16.1% | +15.5% | +1.8% |
| 30D | +1.7% | -10.4% | +12.1% | +3.1% |
| 3M | +9.7% | -2.4% | +12.1% | +9.6% |
| 6M | +19.3% | -4.4% | +23.7% | +19.2% |
| YTD | +26.3% | +64.9% | -38.7% | +15.2% |
| 1Y | +27.4% | +66.0% | -38.6% | +16.0% |
| 3Y | +93.6% | +57.7% | +36.0% | +74.4% |
| 5Y | +131.7% | +144.7% | -13.0% | +90.6% |
| All | +1,249.0% | +136.1% | +1,112.9% | +855.5% |
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