-42.7%
ACHR vs CVE
+506.1%
-548.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -0.7% | +2.5% | -3.2% | -1.4% |
| 30D | +9.8% | +16.7% | -6.9% | +5.3% |
| 3M | -10.5% | +9.3% | -19.8% | -13.0% |
| 6M | -15.5% | +43.6% | -59.1% | -25.2% |
| YTD | -24.1% | +93.6% | -117.7% | -38.7% |
| 1Y | -32.4% | +98.8% | -131.2% | -45.9% |
| 3Y | -11.6% | +73.6% | -85.2% | -29.2% |
| 5Y | -42.9% | +312.5% | -355.4% | -58.4% |
| All | -42.7% | +506.1% | -548.8% | -61.9% |
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