+154.8%
APA vs CVE
+317.2%
-162.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.0% |
| 7D | +0.5% | +2.5% | -2.0% | -1.8% |
| 30D | +23.4% | +16.7% | +6.7% | +6.7% |
| 3M | +12.7% | +9.3% | +3.4% | +3.3% |
| 6M | +39.4% | +43.6% | -4.2% | -0.7% |
| YTD | +79.0% | +93.6% | -14.6% | -4.0% |
| 1Y | +88.8% | +98.8% | -9.9% | -1.3% |
| 3Y | +6.4% | +73.6% | -67.2% | -37.7% |
| All | +154.8% | +317.2% | -162.4% | -39.6% |
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