-51.3%
ACHR vs CVE
+434.5%
-485.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.5% |
| 7D | +18.0% | +0.1% | +17.9% | +18.0% |
| 30D | +3.6% | -10.8% | +14.5% | +6.3% |
| 3M | -28.4% | -4.3% | -24.1% | -28.1% |
| 6M | -25.7% | -1.5% | -24.2% | -26.4% |
| YTD | -35.4% | +70.7% | -106.1% | -46.3% |
| 1Y | -45.6% | +58.1% | -103.7% | -53.8% |
| 3Y | -2.2% | +69.8% | -72.1% | -21.2% |
| 5Y | -20.3% | +148.9% | -169.3% | -39.1% |
| All | -51.3% | +434.5% | -485.7% | -66.7% |
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