+1,367.3%
AAPL vs CVE
+149.3%
+1,218.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +4.1% | +5.9% | -1.8% | +3.3% |
| 30D | +4.0% | -10.9% | +14.8% | +5.5% |
| 3M | +16.8% | -4.5% | +21.3% | +17.2% |
| 6M | +19.4% | -1.0% | +20.4% | +18.7% |
| YTD | +31.5% | +74.7% | -43.2% | +19.0% |
| 1Y | +31.0% | +65.8% | -34.8% | +19.4% |
| 3Y | +95.3% | +73.2% | +22.1% | +73.6% |
| 5Y | +143.4% | +155.6% | -12.2% | +99.0% |
| All | +1,367.3% | +149.3% | +1,218.1% | +935.5% |
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