-37.0%
APP vs CVE
+67.8%
-104.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +9.7% |
| 7D | +71.2% | -16.1% | +87.3% | +64.6% |
| 30D | +39.1% | -10.4% | +49.5% | +35.7% |
| 3M | +16.5% | -2.4% | +18.9% | +15.0% |
| 6M | -16.6% | -4.4% | -12.1% | -17.0% |
| YTD | -41.9% | +64.9% | -106.9% | -40.2% |
| 1Y | -37.0% | +66.0% | -103.1% | -35.7% |
| All | -37.0% | +67.8% | -104.9% | -35.7% |
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