+52.0%
CI vs APD
+13.7%
+38.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +6.4% | +11.0% | -4.6% | +3.8% |
| 3M | +10.7% | +2.6% | +8.1% | +10.0% |
| 6M | +5.5% | +4.8% | +0.6% | +4.1% |
| YTD | +11.4% | +31.0% | -19.6% | +3.8% |
| 1Y | +15.0% | +23.4% | -8.4% | +8.6% |
| 3Y | +9.0% | +28.4% | -19.4% | -0.2% |
| 5Y | +52.0% | +15.2% | +36.8% | +42.7% |
| All | +52.0% | +13.7% | +38.3% | +42.7% |
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