+101.0%
CB vs APD
+27.6%
+73.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.5% | -2.2% | +2.7% | +1.0% |
| 30D | -3.1% | +2.1% | -5.2% | -3.6% |
| 3M | +9.0% | +7.2% | +1.8% | +7.1% |
| 6M | +2.9% | +11.2% | -8.4% | +0.1% |
| YTD | +10.1% | +24.4% | -14.3% | +4.2% |
| 1Y | +22.8% | +6.7% | +16.1% | +20.4% |
| 3Y | +73.8% | +9.2% | +64.6% | +67.3% |
| All | +101.0% | +27.6% | +73.5% | +70.9% |
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