+50.8%
CDE vs APTV
-39.9%
+90.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -4.9% | -2.9% |
| 7D | +0.5% | +4.8% | -4.3% | -1.1% |
| 30D | +21.9% | +2.0% | +19.9% | +21.1% |
| 3M | +14.9% | -34.2% | +49.2% | +32.7% |
| 6M | -10.5% | -34.7% | +24.2% | +1.3% |
| YTD | +19.3% | -37.0% | +56.2% | +34.9% |
| 1Y | +50.8% | -40.4% | +91.2% | +78.9% |
| All | +50.8% | -39.9% | +90.7% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling