+103.2%
CB vs APD
+11.0%
+92.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +0.2% | -3.7% | +3.9% | +1.1% |
| 30D | +9.1% | +9.6% | -0.5% | +6.9% |
| 3M | +3.4% | +1.6% | +1.8% | +3.0% |
| 6M | +14.1% | +2.2% | +11.9% | +13.3% |
| YTD | +18.0% | +25.9% | -7.8% | +11.5% |
| 1Y | +30.1% | +20.1% | +10.0% | +24.0% |
| 3Y | +71.8% | +12.4% | +59.4% | +64.1% |
| All | +103.2% | +11.0% | +92.2% | +95.2% |
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