+103.2%
CB vs APTV
-77.0%
+180.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.5% |
| 7D | +0.2% | -10.2% | +10.5% | +1.2% |
| 30D | +9.1% | -10.8% | +19.9% | +10.2% |
| 3M | +3.4% | -14.8% | +18.2% | +4.8% |
| 6M | +14.1% | -30.6% | +44.7% | +16.8% |
| YTD | +18.0% | -48.2% | +66.2% | +24.6% |
| 1Y | +30.1% | -52.0% | +82.1% | +38.6% |
| 3Y | +71.8% | -47.0% | +118.8% | +76.5% |
| All | +103.2% | -77.0% | +180.2% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling