+107.2%
APA vs CVE
+73.4%
+33.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.6% | +0.8% | +0.2% |
| 7D | -13.0% | -12.1% | -0.9% | -1.9% |
| 30D | +2.0% | -9.8% | +11.8% | +11.9% |
| 3M | +24.9% | -0.7% | +25.6% | +25.2% |
| 6M | +7.2% | -4.3% | +11.5% | +11.1% |
| YTD | +87.1% | +70.6% | +16.5% | +15.5% |
| 1Y | +107.2% | +73.2% | +34.0% | +27.5% |
| All | +107.2% | +73.4% | +33.8% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling