-3.5%
CEG vs APTV
-30.3%
+26.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.1% |
| 7D | +17.8% | -5.0% | +22.8% | +18.9% |
| 30D | -4.5% | -12.3% | +7.8% | -2.1% |
| 3M | +1.5% | -19.9% | +21.4% | +6.1% |
| 6M | -3.5% | -29.4% | +25.9% | +0.1% |
| All | -3.5% | -30.3% | +26.8% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling