-10.2%
CCI vs APTV
-56.4%
+46.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.9% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | +2.1% | -10.6% | +12.8% | +2.6% |
| 3M | -17.8% | -35.0% | +17.2% | -16.2% |
| 6M | -14.2% | -38.9% | +24.7% | -12.2% |
| YTD | -13.3% | -41.5% | +28.2% | -11.3% |
| 1Y | -16.6% | -45.8% | +29.2% | -14.1% |
| All | -10.2% | -56.4% | +46.3% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling