-33.9%
APA vs CVE
+70.3%
-104.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.6% |
| 7D | +9.6% | +4.6% | +5.0% | +5.7% |
| 30D | -0.2% | -12.0% | +11.8% | +10.5% |
| 3M | +19.8% | -3.8% | +23.6% | +23.5% |
| 6M | +30.1% | -2.7% | +32.8% | +32.8% |
| YTD | +100.4% | +73.6% | +26.8% | +29.6% |
| 1Y | +105.2% | +62.0% | +43.2% | +40.2% |
| 3Y | +44.6% | +72.7% | -28.1% | -5.0% |
| 5Y | +88.8% | +153.9% | -65.1% | -6.8% |
| 10Y | +6.6% | +147.6% | -141.0% | -52.0% |
| All | -33.9% | +70.3% | -104.2% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling