-26.7%
APTV vs CVE
+132.7%
-159.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -4.3% | -10.0% | +5.7% | -1.4% |
| 30D | -9.7% | -11.9% | +2.2% | -6.6% |
| 3M | -20.6% | -5.9% | -14.6% | -19.8% |
| 6M | -31.7% | -1.6% | -30.1% | -32.5% |
| YTD | -48.0% | +66.3% | -114.3% | -57.0% |
| 1Y | -52.1% | +57.5% | -109.6% | -59.8% |
| 3Y | -47.9% | +65.4% | -113.3% | -58.0% |
| 5Y | -76.9% | +144.2% | -221.1% | -84.2% |
| 10Y | -26.7% | +135.5% | -162.2% | -64.3% |
| All | -26.7% | +132.7% | -159.4% | -64.3% |
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