+69.7%
APA vs CVE
+148.3%
-78.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | +0.3% |
| 7D | -15.6% | -14.1% | -1.5% | -2.7% |
| 30D | -0.9% | -11.6% | +10.7% | +11.0% |
| 3M | +26.1% | 0.0% | +26.0% | +25.8% |
| 6M | +6.1% | -8.4% | +14.5% | +14.6% |
| YTD | +82.8% | +65.9% | +16.9% | +13.5% |
| 1Y | +106.5% | +69.4% | +37.1% | +25.6% |
| 3Y | +21.9% | +55.9% | -34.0% | -20.9% |
| 5Y | +69.7% | +146.2% | -76.5% | -28.7% |
| All | +69.7% | +148.3% | -78.7% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling