+37.1%
CAG vs APTV
+180.9%
-143.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.0% |
| 7D | -5.3% | +2.0% | -7.2% | -5.5% |
| 30D | +1.0% | -7.7% | +8.7% | +1.7% |
| 3M | +17.4% | -34.0% | +51.4% | +21.4% |
| 6M | -16.8% | -37.1% | +20.3% | -13.8% |
| YTD | -6.8% | -39.9% | +33.1% | -3.2% |
| 1Y | -15.4% | -44.4% | +29.1% | -11.6% |
| 3Y | -37.1% | -54.5% | +17.4% | -33.8% |
| 5Y | -41.3% | -69.1% | +27.9% | -36.9% |
| 10Y | -35.5% | -20.0% | -15.5% | -41.9% |
| All | +37.1% | +180.9% | -143.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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