+49.3%
CI vs APD
+15.4%
+33.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -1.7% | +2.2% | -3.9% | -2.2% |
| 30D | +4.9% | +9.4% | -4.6% | +2.6% |
| 3M | +7.4% | +4.7% | +2.7% | +6.2% |
| 6M | +0.4% | +5.5% | -5.1% | -1.1% |
| YTD | +9.5% | +31.4% | -21.9% | +1.9% |
| 1Y | +12.0% | +24.1% | -12.1% | +5.5% |
| 3Y | +7.1% | +28.8% | -21.7% | -2.0% |
| 5Y | +49.3% | +15.8% | +33.6% | +39.4% |
| All | +49.3% | +15.4% | +33.9% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling