+316.8%
APP vs CVE
+295.1%
+21.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -7.6% | +18.3% | +12.3% |
| 7D | +4.5% | -12.1% | +16.6% | +7.2% |
| 30D | -3.6% | -9.8% | +6.2% | -2.0% |
| 3M | -35.3% | -0.7% | -34.5% | -36.1% |
| 6M | -42.8% | -4.3% | -38.5% | -43.5% |
| YTD | -59.7% | +70.6% | -130.3% | -66.5% |
| 1Y | -55.4% | +73.2% | -128.5% | -63.2% |
| 3Y | +592.0% | +60.3% | +531.7% | +461.5% |
| 5Y | +175.7% | +159.3% | +16.4% | +102.4% |
| All | +316.8% | +295.1% | +21.7% | +172.7% |
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 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