+142.8%
CI vs APD
+191.9%
-49.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.2% | +3.8% | -2.7% | -0.4% |
| 30D | +2.6% | +8.2% | -5.6% | -0.6% |
| 3M | +7.4% | +4.3% | +3.1% | +5.6% |
| 6M | -0.1% | +4.7% | -4.8% | -2.3% |
| YTD | +9.7% | +31.5% | -21.8% | -2.8% |
| 1Y | +12.1% | +23.5% | -11.4% | +1.6% |
| 3Y | +7.0% | +29.1% | -22.1% | -8.6% |
| 5Y | +49.7% | +15.9% | +33.8% | +31.8% |
| All | +142.8% | +191.9% | -49.1% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling