-39.7%
APA vs CVE
+62.8%
-102.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -0.1% |
| 7D | -15.6% | -14.1% | -1.5% | -4.6% |
| 30D | -0.9% | -11.6% | +10.7% | +9.4% |
| 3M | +26.1% | 0.0% | +26.0% | +26.1% |
| 6M | +6.1% | -8.4% | +14.5% | +13.8% |
| YTD | +82.8% | +65.9% | +16.9% | +22.5% |
| 1Y | +106.5% | +69.4% | +37.1% | +36.2% |
| 3Y | +21.9% | +55.9% | -34.0% | -13.2% |
| 5Y | +69.7% | +146.2% | -76.5% | -14.1% |
| 10Y | 0.0% | +140.6% | -140.6% | -53.8% |
| All | -39.7% | +62.8% | -102.5% | -66.5% |
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 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