+5,458.9%
AAPL vs CVE
+62.8%
+5,396.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.1% |
| 7D | -1.4% | -14.1% | +12.7% | +1.0% |
| 30D | +3.2% | -11.6% | +14.8% | +5.0% |
| 3M | +10.8% | 0.0% | +10.7% | +10.3% |
| 6M | +21.3% | -8.4% | +29.7% | +22.1% |
| YTD | +26.9% | +65.9% | -39.0% | +14.5% |
| 1Y | +27.9% | +69.4% | -41.5% | +14.8% |
| 3Y | +97.5% | +55.9% | +41.5% | +76.5% |
| 5Y | +132.9% | +146.2% | -13.2% | +86.7% |
| 10Y | +1,275.7% | +140.6% | +1,135.1% | +861.3% |
| All | +5,458.9% | +62.8% | +5,396.2% | +3,806.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling