-52.8%
ACHR vs CVE
+420.6%
-473.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +14.0% | -10.0% | +24.0% | +17.1% |
| 30D | -5.0% | -11.9% | +6.8% | -2.3% |
| 3M | -24.8% | -5.9% | -18.8% | -24.1% |
| 6M | -27.3% | -1.6% | -25.8% | -28.1% |
| YTD | -37.4% | +66.3% | -103.6% | -47.7% |
| 1Y | -44.3% | +57.5% | -101.8% | -52.6% |
| 3Y | -5.2% | +65.4% | -70.7% | -23.1% |
| 5Y | -20.8% | +144.2% | -165.0% | -39.1% |
| All | -52.8% | +420.6% | -473.3% | -67.5% |
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