+23.9%
APA vs CVE
+54.6%
-30.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | +0.3% |
| 7D | -15.6% | -14.1% | -1.5% | -2.4% |
| 30D | -0.9% | -11.6% | +10.7% | +11.3% |
| 3M | +26.1% | 0.0% | +26.0% | +25.6% |
| 6M | +6.1% | -8.4% | +14.5% | +14.7% |
| YTD | +82.8% | +65.9% | +16.9% | +11.5% |
| 1Y | +106.5% | +69.4% | +37.1% | +23.3% |
| All | +23.9% | +54.6% | -30.7% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling