+839.9%
APO vs CVE
+144.4%
+695.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +3.1% | -10.8% | +14.0% | +5.8% |
| 3M | -12.0% | -4.3% | -7.6% | -11.8% |
| 6M | -5.0% | -1.5% | -3.5% | -6.4% |
| YTD | -14.0% | +70.7% | -84.7% | -28.8% |
| 1Y | -5.9% | +58.1% | -64.0% | -20.5% |
| 3Y | +51.6% | +69.8% | -18.3% | +23.1% |
| 5Y | +80.8% | +148.9% | -68.1% | +27.3% |
| 10Y | +839.9% | +143.5% | +696.4% | +375.9% |
| All | +839.9% | +144.4% | +695.5% | +375.9% |
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