+247.9%
CB vs APD
+191.6%
+56.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | 0.0% | +2.2% | -2.1% | -0.8% |
| 30D | +7.4% | +9.4% | -2.0% | +3.6% |
| 3M | +8.6% | +4.7% | +3.9% | +6.5% |
| 6M | +16.1% | +5.5% | +10.7% | +13.1% |
| YTD | +20.2% | +31.4% | -11.2% | +6.5% |
| 1Y | +27.2% | +24.1% | +3.1% | +14.9% |
| 3Y | +72.7% | +28.8% | +43.9% | +47.2% |
| 5Y | +105.9% | +15.8% | +90.2% | +80.1% |
| All | +247.9% | +191.6% | +56.3% | +79.4% |
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