+150.9%
CI vs APTV
-26.5%
+177.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.3% | -8.9% | +7.6% | +0.6% |
| 30D | +6.4% | -9.5% | +15.9% | +8.5% |
| 3M | +10.7% | -20.6% | +31.3% | +15.7% |
| 6M | +5.5% | -28.9% | +34.3% | +11.3% |
| YTD | +11.4% | -48.2% | +59.6% | +25.0% |
| 1Y | +15.0% | -51.7% | +66.7% | +30.9% |
| 3Y | +9.0% | -48.1% | +57.1% | +18.0% |
| 5Y | +52.0% | -76.7% | +128.6% | +97.4% |
| 10Y | +150.9% | -25.6% | +176.6% | +127.2% |
| All | +150.9% | -26.5% | +177.4% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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