+150.3%
CI vs APD
+188.9%
-38.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +7.3% | +11.0% | -3.7% | +3.0% |
| 3M | +9.5% | +2.0% | +7.5% | +8.6% |
| 6M | +6.4% | +7.1% | -0.6% | +3.1% |
| YTD | +12.0% | +29.8% | -17.8% | -0.2% |
| 1Y | +20.1% | +24.0% | -4.0% | +8.6% |
| 3Y | +9.6% | +27.2% | -17.6% | -5.8% |
| 5Y | +52.7% | +12.8% | +39.9% | +36.2% |
| 10Y | +150.3% | +185.0% | -34.8% | +44.5% |
| All | +150.3% | +188.9% | -38.6% | +44.5% |
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