+446.2%
APP vs CVE
+284.3%
+161.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.7% | +33.8% | +31.6% |
| 7D | +39.7% | -14.1% | +53.8% | +43.6% |
| 30D | +27.7% | -11.6% | +39.4% | +30.2% |
| 3M | -14.8% | 0.0% | -14.8% | -16.3% |
| 6M | -25.5% | -8.4% | -17.1% | -25.8% |
| YTD | -47.2% | +65.9% | -113.1% | -55.9% |
| 1Y | -42.3% | +69.4% | -111.7% | -52.4% |
| 3Y | +806.8% | +55.9% | +750.9% | +638.9% |
| 5Y | +261.6% | +146.2% | +115.5% | +167.9% |
| All | +446.2% | +284.3% | +161.9% | +258.9% |
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