+580.6%
CB vs APTV
+194.6%
+386.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.6% |
| 7D | +0.5% | +4.8% | -4.3% | -0.5% |
| 30D | -3.1% | +2.0% | -5.1% | -3.7% |
| 3M | +9.0% | -34.2% | +43.2% | +18.2% |
| 6M | +2.9% | -34.7% | +37.5% | +10.8% |
| YTD | +10.1% | -37.0% | +47.1% | +19.0% |
| 1Y | +22.8% | -40.4% | +63.2% | +34.1% |
| 3Y | +73.8% | -54.1% | +127.9% | +95.9% |
| 5Y | +99.2% | -68.0% | +167.2% | +138.7% |
| 10Y | +218.2% | -15.5% | +233.7% | +168.6% |
| All | +580.6% | +194.6% | +386.0% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling