+89.9%
CVE vs APD
+487.9%
-398.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | +2.5% | -2.2% | +4.7% | +3.9% |
| 30D | +16.7% | +2.1% | +14.6% | +15.1% |
| 3M | +9.3% | +7.2% | +2.1% | +3.5% |
| 6M | +43.6% | +11.2% | +32.4% | +32.6% |
| YTD | +93.6% | +24.4% | +69.2% | +65.1% |
| 1Y | +98.8% | +6.7% | +92.1% | +85.1% |
| 3Y | +73.6% | +9.2% | +64.4% | +51.3% |
| 5Y | +312.5% | +27.4% | +285.1% | +210.4% |
| 10Y | +161.0% | +164.8% | -3.8% | +15.7% |
| All | +89.9% | +487.9% | -398.0% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling