+895.2%
APO vs CVE
+136.7%
+758.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | +2.3% | -10.1% | +12.4% | +5.1% |
| 30D | +3.0% | -12.1% | +15.1% | +6.1% |
| 3M | -3.7% | -1.9% | -1.8% | -4.2% |
| 6M | -7.5% | -1.8% | -5.6% | -8.8% |
| YTD | -14.5% | +65.8% | -80.3% | -28.7% |
| 1Y | -6.2% | +60.8% | -67.0% | -21.1% |
| 3Y | +51.9% | +70.1% | -18.2% | +23.3% |
| 5Y | +76.5% | +134.8% | -58.3% | +26.4% |
| 10Y | +895.2% | +130.1% | +765.1% | +404.5% |
| All | +895.2% | +136.7% | +758.6% | +404.5% |
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 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