-61.2%
ACHR vs CVE
+419.4%
-480.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.3% | -5.4% |
| 7D | -11.6% | -14.1% | +2.4% | -8.2% |
| 30D | -16.8% | -11.6% | -5.2% | -14.5% |
| 3M | -25.6% | 0.0% | -25.6% | -26.1% |
| 6M | -33.7% | -8.4% | -25.3% | -33.2% |
| YTD | -48.5% | +65.9% | -114.4% | -57.0% |
| 1Y | -59.6% | +69.4% | -129.0% | -66.4% |
| 3Y | -29.3% | +55.9% | -85.2% | -41.9% |
| 5Y | -38.5% | +146.2% | -184.6% | -52.7% |
| All | -61.2% | +419.4% | -480.6% | -73.3% |
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