+653.5%
APP vs CVE
+72.1%
+581.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | +0.9% | +2.5% | -1.6% | +0.1% |
| 30D | -23.3% | +16.7% | -40.0% | -27.3% |
| 3M | -42.6% | +9.3% | -51.9% | -44.8% |
| 6M | -33.6% | +43.6% | -77.2% | -44.3% |
| YTD | -52.4% | +93.6% | -146.0% | -65.3% |
| 1Y | -35.9% | +98.8% | -134.6% | -54.6% |
| All | +653.5% | +72.1% | +581.5% | +386.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling