-42.3%
APP vs CVE
+68.4%
-110.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.7% | +33.8% | +30.1% |
| 7D | +39.7% | -14.1% | +53.8% | +35.1% |
| 30D | +27.7% | -11.6% | +39.4% | +24.4% |
| 3M | -14.8% | 0.0% | -14.8% | -15.5% |
| 6M | -25.5% | -8.4% | -17.1% | -25.3% |
| YTD | -47.2% | +65.9% | -113.1% | -45.6% |
| 1Y | -42.3% | +69.4% | -111.7% | -41.0% |
| All | -42.3% | +68.4% | -110.7% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling