+208.1%
CCI vs APTV
+194.6%
+13.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -4.9% | -2.3% |
| 7D | -0.4% | +4.8% | -5.2% | -1.2% |
| 30D | +2.7% | +2.0% | +0.7% | +2.3% |
| 3M | -18.2% | -34.2% | +16.0% | -13.1% |
| 6M | -14.8% | -34.7% | +19.9% | -9.9% |
| YTD | -12.6% | -37.0% | +24.4% | -7.3% |
| 1Y | -16.7% | -40.4% | +23.7% | -11.0% |
| 3Y | -10.5% | -54.1% | +43.6% | -1.9% |
| 5Y | -51.4% | -68.0% | +16.6% | -44.6% |
| 10Y | +20.0% | -15.5% | +35.6% | +5.3% |
| All | +208.1% | +194.6% | +13.5% | +73.2% |
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