+518.2%
CEG vs APTV
-73.9%
+592.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.7% | +5.0% |
| 7D | -4.7% | -10.2% | +5.5% | -2.7% |
| 30D | -16.6% | -10.8% | -5.8% | -14.7% |
| 3M | -4.1% | -14.8% | +10.7% | -1.0% |
| 6M | -22.3% | -30.6% | +8.2% | -16.9% |
| YTD | -28.9% | -48.2% | +19.2% | -19.4% |
| 1Y | -28.5% | -52.0% | +23.5% | -17.5% |
| 3Y | +104.3% | -47.0% | +151.3% | +122.1% |
| All | +518.2% | -73.9% | +592.2% | +600.1% |
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