+104.2%
CB vs APD
+12.4%
+91.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +8.2% | +11.0% | -2.8% | +5.7% |
| 3M | +6.3% | +1.3% | +5.0% | +5.9% |
| 6M | +16.2% | +6.4% | +9.8% | +14.4% |
| YTD | +19.3% | +28.9% | -9.6% | +12.1% |
| 1Y | +29.2% | +23.2% | +6.0% | +22.4% |
| 3Y | +71.4% | +26.3% | +45.1% | +58.1% |
| 5Y | +104.2% | +12.0% | +92.2% | +96.1% |
| All | +104.2% | +12.4% | +91.9% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling