-24.0%
CDE vs APTV
+173.4%
-197.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.7% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | +15.7% | -10.6% | +26.3% | +20.6% |
| 3M | +30.5% | -35.0% | +65.5% | +52.9% |
| 6M | -7.4% | -38.9% | +31.5% | +10.2% |
| YTD | +17.9% | -41.5% | +59.4% | +42.2% |
| 1Y | +46.7% | -45.8% | +92.5% | +81.8% |
| 3Y | +851.3% | -55.7% | +907.0% | +1,136.2% |
| 5Y | +202.9% | -70.1% | +273.0% | +337.3% |
| 10Y | +58.2% | -19.1% | +77.3% | +47.1% |
| All | -24.0% | +173.4% | -197.5% | -70.2% |
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