+243.0%
CB vs APD
+192.6%
+50.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.2% |
| 7D | -1.5% | -1.6% | +0.1% | -0.9% |
| 30D | +6.5% | +10.6% | -4.1% | +2.3% |
| 3M | +4.1% | +2.5% | +1.5% | +2.9% |
| 6M | +14.4% | +6.0% | +8.4% | +11.2% |
| YTD | +17.5% | +28.4% | -10.9% | +5.0% |
| 1Y | +27.5% | +22.2% | +5.4% | +15.9% |
| 3Y | +71.6% | +26.6% | +45.0% | +47.2% |
| 5Y | +100.6% | +11.8% | +88.9% | +78.3% |
| 10Y | +243.0% | +187.8% | +55.2% | +79.6% |
| All | +243.0% | +192.6% | +50.4% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling