+0.3%
APA vs CVE
+136.1%
-135.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.1% |
| 7D | -15.5% | -16.1% | +0.6% | -1.9% |
| 30D | +2.4% | -10.4% | +12.8% | +12.3% |
| 3M | +22.8% | -2.4% | +25.2% | +25.2% |
| 6M | +17.9% | -4.4% | +22.4% | +22.2% |
| YTD | +87.7% | +64.9% | +22.7% | +23.1% |
| 1Y | +94.2% | +66.0% | +28.2% | +26.6% |
| 3Y | +27.2% | +57.7% | -30.4% | -12.8% |
| 5Y | +74.1% | +144.7% | -70.6% | -16.4% |
| All | +0.3% | +136.1% | -135.9% | -60.8% |
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