-0.1%
APA vs CVE
+132.7%
-132.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | -5.5% | -10.0% | +4.4% | +3.2% |
| 30D | -1.2% | -11.9% | +10.7% | +9.9% |
| 3M | +10.6% | -5.9% | +16.5% | +16.2% |
| 6M | +28.4% | -1.6% | +30.0% | +29.7% |
| YTD | +89.7% | +66.3% | +23.5% | +23.6% |
| 1Y | +90.6% | +57.5% | +33.1% | +29.9% |
| 3Y | +36.9% | +65.4% | -28.5% | -9.8% |
| 5Y | +83.2% | +144.2% | -60.9% | -11.9% |
| 10Y | -0.1% | +135.5% | -135.6% | -61.1% |
| All | -0.1% | +132.7% | -132.8% | -61.1% |
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 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