+640.1%
CB vs APTV
+142.1%
+497.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.0% | -8.9% | +7.9% | +0.9% |
| 30D | +7.3% | -9.5% | +16.8% | +9.5% |
| 3M | +7.0% | -20.6% | +27.6% | +12.1% |
| 6M | +16.3% | -28.9% | +45.2% | +22.8% |
| YTD | +19.7% | -48.2% | +67.9% | +34.7% |
| 1Y | +27.8% | -51.7% | +79.5% | +46.0% |
| 3Y | +72.0% | -48.1% | +120.1% | +85.7% |
| 5Y | +104.9% | -76.7% | +181.5% | +165.5% |
| 10Y | +246.7% | -25.6% | +272.4% | +199.6% |
| All | +640.1% | +142.1% | +497.9% | +325.3% |
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