+141.0%
CI vs APTV
-21.3%
+162.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | -1.1% | -1.2% | 0.0% | -0.9% |
| 30D | +0.5% | -10.6% | +11.1% | +2.7% |
| 3M | -5.2% | -35.0% | +29.8% | +2.8% |
| 6M | +4.3% | -38.9% | +43.2% | +13.6% |
| YTD | +2.8% | -41.5% | +44.3% | +12.5% |
| 1Y | -5.8% | -45.8% | +40.0% | +4.9% |
| 3Y | +4.7% | -55.7% | +60.4% | +18.6% |
| 5Y | +42.7% | -70.1% | +112.8% | +72.7% |
| 10Y | +141.0% | -19.1% | +160.0% | +119.0% |
| All | +141.0% | -21.3% | +162.3% | +119.0% |
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