-2.7%
CEG vs APTV
-39.9%
+37.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.3% |
| 7D | +8.0% | +4.8% | +3.2% | +7.1% |
| 30D | +12.9% | +2.0% | +10.9% | +12.5% |
| 3M | +13.2% | -34.2% | +47.4% | +21.5% |
| 6M | -7.0% | -34.7% | +27.7% | -1.3% |
| YTD | -15.0% | -37.0% | +22.0% | -9.0% |
| 1Y | -2.7% | -40.4% | +37.7% | +12.8% |
| All | -2.7% | -39.9% | +37.2% | +12.8% |
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