+17.1%
CI vs APTV
-52.5%
+69.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | +0.1% | -9.8% | +9.9% | +0.8% |
| 30D | +4.7% | -8.9% | +13.5% | +5.3% |
| 3M | +5.2% | -19.5% | +24.7% | +6.6% |
| 6M | +3.8% | -31.1% | +34.9% | +4.4% |
| YTD | +9.2% | -47.5% | +56.8% | +11.5% |
| All | +17.1% | -52.5% | +69.6% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling