+626.3%
CB vs APTV
+145.2%
+481.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -1.5% | -9.8% | +8.3% | +0.6% |
| 30D | +6.5% | -8.9% | +15.4% | +8.5% |
| 3M | +4.1% | -19.5% | +23.5% | +8.7% |
| 6M | +14.4% | -31.1% | +45.5% | +21.6% |
| YTD | +17.5% | -47.5% | +65.1% | +31.8% |
| 1Y | +27.5% | -52.3% | +79.8% | +46.2% |
| 3Y | +71.6% | -45.2% | +116.8% | +82.6% |
| 5Y | +100.6% | -76.9% | +177.5% | +160.9% |
| 10Y | +243.0% | -25.1% | +268.1% | +196.0% |
| All | +626.3% | +145.2% | +481.1% | +316.3% |
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 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