+320.2%
CVE vs APD
+27.6%
+292.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +2.5% | -2.2% | +4.7% | +3.3% |
| 30D | +16.7% | +2.1% | +14.6% | +15.8% |
| 3M | +9.3% | +7.2% | +2.1% | +6.1% |
| 6M | +43.6% | +11.2% | +32.4% | +37.4% |
| YTD | +93.6% | +24.4% | +69.2% | +77.0% |
| 1Y | +98.8% | +6.7% | +92.1% | +92.1% |
| 3Y | +73.6% | +9.2% | +64.4% | +63.7% |
| All | +320.2% | +27.6% | +292.6% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling