+28.0%
CB vs APD
+25.0%
+3.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.9% | +3.8% | -0.9% | +2.4% |
| 30D | +7.3% | +8.2% | -0.9% | +6.4% |
| 3M | +9.4% | +4.3% | +5.1% | +8.8% |
| 6M | +19.6% | +4.7% | +14.9% | +19.3% |
| YTD | +21.5% | +31.5% | -10.1% | +20.0% |
| 1Y | +28.0% | +23.5% | +4.5% | +26.3% |
| All | +28.0% | +25.0% | +3.0% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling