-15.7%
APTV vs CVE
+161.7%
-177.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | +4.8% | +2.5% | +2.3% | +4.0% |
| 30D | +2.0% | +16.7% | -14.7% | -2.8% |
| 3M | -34.2% | +9.3% | -43.5% | -36.3% |
| 6M | -34.7% | +43.6% | -78.3% | -42.5% |
| YTD | -37.0% | +93.6% | -130.6% | -49.8% |
| 1Y | -40.4% | +98.8% | -139.2% | -53.2% |
| 3Y | -54.1% | +73.6% | -127.7% | -63.3% |
| 5Y | -68.0% | +312.5% | -380.5% | -81.2% |
| All | -15.7% | +161.7% | -177.4% | -60.3% |
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 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