+6,187.9%
APD vs CPB
+355.6%
+5,832.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -0.2% | +2.9% | -3.1% | -1.0% |
| 30D | +11.0% | +17.6% | -6.6% | +6.1% |
| 3M | +2.0% | +2.0% | -0.1% | +1.0% |
| 6M | +7.1% | +11.6% | -4.6% | +3.0% |
| YTD | +29.8% | -13.8% | +43.5% | +33.0% |
| 1Y | +24.0% | -21.6% | +45.6% | +30.4% |
| 3Y | +27.2% | -35.8% | +63.0% | +39.6% |
| 5Y | +12.8% | -33.3% | +46.1% | +21.0% |
| 10Y | +185.0% | -39.4% | +224.4% | +201.8% |
| All | +6,187.9% | +355.6% | +5,832.3% | +3,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling