+62.8%
CVE vs APD
+504.0%
-441.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -0.9% |
| 7D | -14.1% | -0.7% | -13.3% | -13.8% |
| 30D | -11.6% | +10.1% | -21.8% | -17.0% |
| 3M | 0.0% | +4.9% | -4.8% | -3.4% |
| 6M | -8.4% | +2.5% | -10.8% | -11.0% |
| YTD | +65.9% | +27.8% | +38.1% | +38.7% |
| 1Y | +69.4% | +32.9% | +36.5% | +36.7% |
| 3Y | +55.9% | +13.4% | +42.5% | +32.6% |
| 5Y | +146.2% | +12.8% | +133.3% | +103.7% |
| 10Y | +140.6% | +194.6% | -53.9% | -1.4% |
| All | +62.8% | +504.0% | -441.2% | -67.8% |
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 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