-27.7%
ACHR vs CVE
+142.8%
-170.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.6% | +15.3% | +14.9% |
| 7D | +5.7% | -16.1% | +21.8% | +11.4% |
| 30D | -4.9% | -10.4% | +5.5% | -2.3% |
| 3M | -15.1% | -2.4% | -12.7% | -15.2% |
| 6M | -30.7% | -4.4% | -26.3% | -31.0% |
| YTD | -41.0% | +64.9% | -105.9% | -52.5% |
| 1Y | -50.0% | +66.0% | -116.0% | -59.9% |
| 3Y | -17.0% | +57.7% | -74.7% | -35.1% |
| All | -27.7% | +142.8% | -170.5% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling