+857.2%
APO vs CVE
+136.1%
+721.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | +0.8% | -16.1% | +16.9% | +5.4% |
| 30D | +1.0% | -10.4% | +11.4% | +3.5% |
| 3M | -8.4% | -2.4% | -6.0% | -8.7% |
| 6M | -9.1% | -4.4% | -4.7% | -9.7% |
| YTD | -18.3% | +64.9% | -83.3% | -31.7% |
| 1Y | -8.0% | +66.0% | -74.0% | -23.4% |
| 3Y | +47.1% | +57.7% | -10.6% | +21.9% |
| 5Y | +67.2% | +144.7% | -77.6% | +18.4% |
| All | +857.2% | +136.1% | +721.1% | +384.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling