+3.9%
CI vs APTV
-54.7%
+58.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.7% |
| 7D | -2.0% | +2.0% | -4.0% | -2.1% |
| 30D | -1.8% | -7.7% | +5.9% | -1.6% |
| 3M | -4.2% | -34.0% | +29.8% | -3.3% |
| 6M | +2.7% | -37.1% | +39.8% | +3.7% |
| YTD | +1.9% | -39.9% | +41.8% | +3.0% |
| 1Y | -6.3% | -44.4% | +38.2% | -5.0% |
| 3Y | +3.9% | -54.5% | +58.3% | +8.1% |
| All | +3.9% | -54.7% | +58.6% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling