+391.7%
APP vs CVE
+348.4%
+43.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | +0.9% | +2.5% | -1.6% | +0.2% |
| 30D | -23.3% | +16.7% | -40.0% | -26.4% |
| 3M | -42.6% | +9.3% | -51.9% | -44.4% |
| 6M | -33.6% | +43.6% | -77.2% | -41.1% |
| YTD | -52.4% | +93.6% | -146.0% | -61.3% |
| 1Y | -35.9% | +98.8% | -134.6% | -48.6% |
| 3Y | +642.2% | +73.6% | +568.6% | +494.5% |
| 5Y | +311.1% | +312.5% | -1.4% | +178.4% |
| All | +391.7% | +348.4% | +43.3% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling