+8.4%
CI vs APD
+27.3%
-18.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +4.7% | +10.6% | -5.9% | +3.1% |
| 3M | +5.2% | +2.5% | +2.7% | +4.8% |
| 6M | +3.8% | +6.0% | -2.2% | +2.8% |
| YTD | +9.2% | +28.4% | -19.2% | +4.9% |
| 1Y | +14.3% | +22.2% | -7.9% | +10.4% |
| 3Y | +8.4% | +26.6% | -18.1% | +5.0% |
| All | +8.4% | +27.3% | -18.8% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling