+6,646.7%
CB vs APD
+3,019.7%
+3,627.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +0.5% | -2.2% | +2.7% | +1.4% |
| 30D | -3.1% | +2.1% | -5.2% | -4.1% |
| 3M | +9.0% | +7.2% | +1.8% | +5.3% |
| 6M | +2.9% | +11.2% | -8.4% | -2.5% |
| YTD | +10.1% | +24.4% | -14.3% | -0.8% |
| 1Y | +22.8% | +6.7% | +16.1% | +17.3% |
| 3Y | +73.8% | +9.2% | +64.6% | +57.9% |
| 5Y | +99.2% | +27.4% | +71.8% | +65.6% |
| 10Y | +218.2% | +164.8% | +53.4% | +86.4% |
| All | +6,646.7% | +3,019.7% | +3,627.0% | +1,477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling