+247.7%
APH vs CVE
+54.6%
+193.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -8.8% |
| 7D | -12.7% | -14.1% | +1.3% | -10.4% |
| 30D | -19.2% | -11.6% | -7.5% | -17.4% |
| 3M | -16.7% | 0.0% | -16.7% | -17.0% |
| 6M | +5.1% | -8.4% | +13.5% | +6.3% |
| YTD | +6.6% | +65.9% | -59.3% | -8.2% |
| 1Y | +3.9% | +69.4% | -65.5% | -11.3% |
| All | +247.7% | +54.6% | +193.1% | +187.8% |
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