-0.7%
CVE vs APD
+9.6%
-10.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.9% | -9.5% | -7.6% |
| 7D | -12.1% | +3.8% | -15.9% | -12.1% |
| 30D | -9.8% | +14.1% | -23.9% | -11.8% |
| 3M | -0.7% | +8.2% | -8.9% | -1.8% |
| All | -0.7% | +9.6% | -10.3% | -1.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling