+626.9%
CEG vs APTV
-70.6%
+697.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -1.1% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | +8.8% | -10.6% | +19.5% | +11.5% |
| 3M | +17.0% | -35.0% | +52.0% | +27.8% |
| 6M | -8.7% | -38.9% | +30.2% | +0.4% |
| YTD | -16.4% | -41.5% | +25.1% | -7.5% |
| 1Y | -1.8% | -45.8% | +44.1% | +10.6% |
| 3Y | +175.8% | -55.7% | +231.5% | +214.6% |
| All | +626.9% | -70.6% | +697.5% | +703.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling