-59.6%
ACHR vs CVE
+447.1%
-506.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -7.1% |
| 7D | -9.2% | +5.9% | -15.2% | -10.6% |
| 30D | -1.0% | -10.9% | +9.9% | +1.6% |
| 3M | -42.2% | -4.5% | -37.7% | -41.9% |
| 6M | -38.2% | -1.0% | -37.2% | -38.9% |
| YTD | -46.4% | +74.7% | -121.2% | -55.8% |
| 1Y | -49.4% | +65.8% | -115.2% | -57.6% |
| 3Y | -22.5% | +73.2% | -95.7% | -37.9% |
| 5Y | -29.8% | +155.6% | -185.4% | -46.7% |
| All | -59.6% | +447.1% | -506.7% | -72.5% |
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