+134.5%
CVE vs APD
+185.9%
-51.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | -16.1% | -3.7% | -12.5% | -14.4% |
| 30D | -10.4% | +9.6% | -20.0% | -15.1% |
| 3M | -2.4% | +1.6% | -4.0% | -3.7% |
| 6M | -4.4% | +2.2% | -6.6% | -6.7% |
| YTD | +64.9% | +25.9% | +39.1% | +41.1% |
| 1Y | +66.0% | +20.1% | +45.9% | +45.4% |
| 3Y | +57.7% | +12.4% | +45.3% | +36.9% |
| 5Y | +144.7% | +11.1% | +133.6% | +108.9% |
| All | +134.5% | +185.9% | -51.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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