+8,016.0%
CI vs APD
+6,285.2%
+1,730.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.1% |
| 7D | +1.0% | -0.7% | +1.8% | +1.3% |
| 30D | +9.9% | +10.1% | -0.3% | +5.8% |
| 3M | +12.1% | +4.9% | +7.2% | +9.9% |
| 6M | +10.6% | +2.5% | +8.1% | +9.0% |
| YTD | +11.4% | +27.8% | -16.4% | +0.3% |
| 1Y | +18.8% | +32.9% | -14.1% | +4.7% |
| 3Y | +2.9% | +13.4% | -10.5% | -6.5% |
| 5Y | +54.5% | +12.8% | +41.7% | +38.4% |
| 10Y | +175.7% | +194.6% | -18.8% | +65.5% |
| All | +8,016.0% | +6,285.2% | +1,730.8% | +1,339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling