+5,998.7%
APD vs CPB
+360.6%
+5,638.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -3.7% | +8.0% | -11.6% | -5.7% |
| 30D | +9.6% | +22.4% | -12.8% | +3.6% |
| 3M | +1.6% | +2.5% | -0.9% | +0.5% |
| 6M | +2.2% | +12.2% | -10.0% | -1.9% |
| YTD | +25.9% | -12.8% | +38.7% | +28.7% |
| 1Y | +20.1% | -19.2% | +39.3% | +25.3% |
| 3Y | +12.4% | -35.6% | +48.0% | +23.3% |
| 5Y | +11.1% | -31.4% | +42.6% | +18.3% |
| 10Y | +190.1% | -37.9% | +228.1% | +205.0% |
| All | +5,998.7% | +360.6% | +5,638.1% | +3,547.8% |
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