+1,191.2%
AAPL vs CVE
+161.7%
+1,029.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | +3.0% | +16.7% | -13.8% | +0.6% |
| 3M | +2.9% | +9.3% | -6.4% | +1.2% |
| 6M | +22.1% | +43.6% | -21.5% | +14.7% |
| YTD | +18.0% | +93.6% | -75.6% | +5.6% |
| 1Y | +33.9% | +98.8% | -64.8% | +19.0% |
| 3Y | +71.2% | +73.6% | -2.4% | +52.5% |
| 5Y | +112.6% | +312.5% | -199.9% | +62.4% |
| All | +1,191.2% | +161.7% | +1,029.5% | +794.7% |
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