+150.0%
APTV vs CVE
+16.5%
+133.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.8% | -4.8% |
| 7D | -8.1% | -14.1% | +6.0% | -4.2% |
| 30D | -8.7% | -11.6% | +3.0% | -5.7% |
| 3M | -13.1% | 0.0% | -13.1% | -13.9% |
| 6M | -25.5% | -8.4% | -17.1% | -24.8% |
| YTD | -46.3% | +65.9% | -112.2% | -55.4% |
| 1Y | -51.1% | +69.4% | -120.6% | -59.8% |
| 3Y | -47.3% | +55.9% | -103.2% | -56.5% |
| 5Y | -76.7% | +146.2% | -222.8% | -83.9% |
| 10Y | -24.4% | +140.6% | -165.0% | -59.3% |
| All | +150.0% | +16.5% | +133.5% | +63.3% |
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 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