-25.1%
APTV vs CVE
+136.7%
-161.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -9.8% | -10.1% | +0.3% | -7.1% |
| 30D | -8.9% | -12.1% | +3.2% | -5.8% |
| 3M | -19.5% | -1.9% | -17.6% | -19.7% |
| 6M | -31.1% | -1.8% | -29.3% | -31.9% |
| YTD | -47.5% | +65.8% | -113.3% | -56.6% |
| 1Y | -52.3% | +60.8% | -113.1% | -60.2% |
| 3Y | -45.2% | +70.1% | -115.3% | -56.2% |
| 5Y | -76.9% | +134.8% | -211.6% | -83.9% |
| 10Y | -25.1% | +130.1% | -155.2% | -63.4% |
| All | -25.1% | +136.7% | -161.8% | -63.4% |
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