+11.2%
APD vs CPB
-40.0%
+51.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | -2.2% | -8.6% | +6.4% | -0.8% |
| 30D | +2.1% | -7.2% | +9.3% | +3.3% |
| 3M | +7.2% | +0.9% | +6.3% | +6.7% |
| 6M | +11.2% | -11.8% | +23.1% | +13.5% |
| YTD | +24.4% | -19.4% | +43.8% | +29.3% |
| 1Y | +6.7% | -30.4% | +37.0% | +14.8% |
| All | +11.2% | -40.0% | +51.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling