+216.8%
CB vs APTV
-19.3%
+236.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.5% |
| 7D | -0.6% | +2.0% | -2.6% | -1.0% |
| 30D | -3.9% | -7.7% | +3.8% | -2.4% |
| 3M | +4.9% | -34.0% | +38.9% | +13.3% |
| 6M | +3.3% | -37.1% | +40.4% | +11.7% |
| YTD | +8.5% | -39.9% | +48.4% | +18.0% |
| 1Y | +22.1% | -44.4% | +66.5% | +34.8% |
| 3Y | +70.1% | -54.5% | +124.6% | +91.2% |
| 5Y | +97.4% | -69.1% | +166.5% | +138.1% |
| 10Y | +216.8% | -20.0% | +236.8% | +184.7% |
| All | +216.8% | -19.3% | +236.1% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling