-29.8%
APTV vs CVE
+136.1%
-165.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -10.2% | -16.1% | +5.9% | -5.7% |
| 30D | -10.8% | -10.4% | -0.4% | -8.3% |
| 3M | -14.8% | -2.4% | -12.4% | -15.0% |
| 6M | -30.6% | -4.4% | -26.1% | -30.8% |
| YTD | -48.2% | +64.9% | -113.1% | -57.0% |
| 1Y | -52.0% | +66.0% | -118.0% | -60.3% |
| 3Y | -47.0% | +57.7% | -104.7% | -56.6% |
| 5Y | -77.5% | +144.7% | -222.2% | -84.5% |
| All | -29.8% | +136.1% | -165.9% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling