+94.2%
APA vs CVE
+67.8%
+26.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.2% |
| 7D | -15.5% | -16.1% | +0.6% | -0.7% |
| 30D | +2.4% | -10.4% | +12.8% | +12.9% |
| 3M | +22.8% | -2.4% | +25.2% | +25.0% |
| 6M | +17.9% | -4.4% | +22.4% | +22.0% |
| YTD | +87.7% | +64.9% | +22.7% | +21.2% |
| 1Y | +94.2% | +66.0% | +28.2% | +26.3% |
| All | +94.2% | +67.8% | +26.4% | +26.3% |
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 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